+180.5%
MSTR vs IYR
+36.6%
+143.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | -1.2% | +2.0% | -3.2% | -3.1% |
| 30D | -15.9% | +8.2% | -24.2% | -23.3% |
| 3M | +33.1% | -1.7% | +34.9% | +36.2% |
| 6M | -31.0% | -0.4% | -30.6% | -31.3% |
| YTD | -15.1% | +9.9% | -25.0% | -24.6% |
| 1Y | -45.6% | +10.4% | -56.1% | -52.1% |
| 3Y | +180.5% | +38.4% | +142.1% | +126.4% |
| All | +180.5% | +36.6% | +143.9% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling