+620.8%
MSTR vs IWD
+731.9%
-111.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -6.1% |
| 7D | -8.7% | -0.9% | -7.8% | -7.4% |
| 30D | -21.4% | +2.6% | -24.1% | -23.5% |
| 3M | +31.4% | +1.2% | +30.2% | +30.3% |
| 6M | -30.8% | +12.1% | -42.9% | -39.2% |
| YTD | -14.9% | +24.1% | -39.1% | -33.0% |
| 1Y | -49.3% | +28.5% | -77.8% | -61.7% |
| 3Y | +184.8% | +79.5% | +105.3% | +54.2% |
| 5Y | +62.1% | +70.3% | -8.2% | +4.2% |
| 10Y | +580.0% | +212.5% | +367.4% | +124.5% |
| All | +620.8% | +731.9% | -111.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling