+554.5%
MSTR vs V
+453.8%
+100.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.3% |
| 30D | -18.6% | +9.5% | -28.2% | -23.6% |
| 3M | +25.6% | +16.7% | +8.9% | +12.8% |
| 6M | -33.1% | +32.9% | -66.0% | -45.3% |
| YTD | -17.3% | +21.1% | -38.4% | -29.0% |
| 1Y | -48.1% | +26.6% | -74.7% | -57.0% |
| 3Y | +154.2% | +78.4% | +75.8% | +62.0% |
| 5Y | +46.2% | +105.5% | -59.3% | -11.1% |
| 10Y | +554.5% | +444.2% | +110.3% | +144.0% |
| All | +554.5% | +453.8% | +100.8% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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