+180.5%
MSTR vs IWF
+65.2%
+115.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -2.8% |
| 7D | -1.2% | -5.0% | +3.8% | +9.3% |
| 30D | -15.9% | -13.2% | -2.7% | +12.1% |
| 3M | +33.1% | -9.4% | +42.6% | +65.2% |
| 6M | -31.0% | -8.6% | -22.4% | -15.6% |
| YTD | -15.1% | -5.3% | -9.8% | -0.9% |
| 1Y | -45.6% | -5.0% | -40.7% | -37.0% |
| 3Y | +180.5% | +64.6% | +115.9% | +97.5% |
| All | +180.5% | +65.2% | +115.3% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling