+195.9%
MSTR vs IYR
+714.7%
-518.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.5% |
| 7D | -4.0% | +2.3% | -6.2% | -5.1% |
| 30D | -18.6% | +7.4% | -26.0% | -22.1% |
| 3M | +25.6% | -0.7% | +26.3% | +26.2% |
| 6M | -33.1% | +1.6% | -34.7% | -33.9% |
| YTD | -17.3% | +11.6% | -28.9% | -22.5% |
| 1Y | -48.1% | +10.5% | -58.6% | -51.0% |
| 3Y | +154.2% | +43.4% | +110.8% | +109.1% |
| 5Y | +46.2% | +6.8% | +39.4% | +49.5% |
| 10Y | +554.5% | +86.0% | +468.5% | +401.5% |
| All | +195.9% | +714.7% | -518.8% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling