+120.4%
MSTR vs IYR
+4.5%
+115.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.3% |
| 7D | +12.2% | -1.2% | +13.4% | +14.6% |
| 30D | +45.2% | -2.9% | +48.0% | +52.2% |
| 3M | +10.4% | +0.8% | +9.5% | +7.3% |
| 6M | -2.5% | +1.9% | -4.3% | -6.5% |
| YTD | -6.0% | +9.6% | -15.6% | -19.8% |
| 1Y | -56.4% | +8.1% | -64.5% | -62.1% |
| 3Y | +306.3% | +29.2% | +277.1% | +152.1% |
| All | +120.4% | +4.5% | +115.9% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling