-58.6%
MSTR vs IYR
+8.1%
-66.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +9.3% | -0.4% | +9.7% | +9.9% |
| 30D | +36.5% | -2.5% | +39.0% | +39.8% |
| 3M | +7.3% | +1.5% | +5.9% | +4.1% |
| 6M | +2.2% | +3.9% | -1.6% | -4.3% |
| YTD | -10.2% | +9.5% | -19.7% | -19.8% |
| 1Y | -58.6% | +7.5% | -66.1% | -62.3% |
| All | -58.6% | +8.1% | -66.7% | -62.3% |
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