-42.3%
MSTR vs IYR
+12.4%
-54.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +2.2% |
| 7D | -1.8% | +6.9% | -8.7% | -7.6% |
| 30D | -13.3% | +10.2% | -23.6% | -21.1% |
| 3M | +46.0% | -0.3% | +46.3% | +46.8% |
| 6M | -22.4% | +3.6% | -26.1% | -26.3% |
| YTD | -6.2% | +12.5% | -18.7% | -19.8% |
| 1Y | -42.3% | +12.4% | -54.7% | -50.8% |
| All | -42.3% | +12.4% | -54.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling