+521.9%
MSTR vs V
+460.7%
+61.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.6% |
| 7D | -14.2% | -2.3% | -11.8% | -12.6% |
| 30D | -19.9% | +9.5% | -29.4% | -24.7% |
| 3M | +27.3% | +17.5% | +9.8% | +13.8% |
| 6M | -37.6% | +32.2% | -69.7% | -48.8% |
| YTD | -19.5% | +22.3% | -41.8% | -31.3% |
| 1Y | -47.1% | +26.8% | -73.9% | -56.2% |
| 3Y | +140.3% | +77.5% | +62.8% | +53.6% |
| 5Y | +49.5% | +110.1% | -60.6% | -10.2% |
| 10Y | +521.9% | +458.8% | +63.1% | +126.1% |
| All | +521.9% | +460.7% | +61.1% | +126.1% |
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