+570.4%
MSTR vs V
+455.6%
+114.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -2.5% |
| 30D | -15.9% | +13.6% | -29.5% | -23.0% |
| 3M | +33.1% | +14.3% | +18.8% | +21.2% |
| 6M | -31.0% | +33.1% | -64.1% | -43.7% |
| YTD | -15.1% | +21.2% | -36.4% | -27.1% |
| 1Y | -45.6% | +26.4% | -72.1% | -54.9% |
| 3Y | +180.5% | +77.6% | +102.9% | +79.3% |
| 5Y | +61.7% | +102.6% | -40.9% | -1.1% |
| All | +570.4% | +455.6% | +114.9% | +150.2% |
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