+677.4%
MSTR vs IYR
+65.1%
+612.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.7% |
| 7D | +7.7% | -0.9% | +8.6% | +8.9% |
| 30D | +36.3% | -2.4% | +38.7% | +39.8% |
| 3M | +13.4% | -2.0% | +15.4% | +15.4% |
| 6M | -4.5% | +2.5% | -7.0% | -7.3% |
| YTD | -12.7% | +8.3% | -21.0% | -19.4% |
| 1Y | -59.6% | +6.5% | -66.1% | -62.1% |
| 3Y | +272.5% | +29.3% | +243.1% | +192.0% |
| 5Y | +107.1% | +5.7% | +101.5% | +104.3% |
| 10Y | +677.4% | +69.2% | +608.2% | +494.0% |
| All | +677.4% | +65.1% | +612.3% | +494.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling