+731.6%
MSTR vs V
+388.0%
+343.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +12.2% | -1.7% | +13.9% | +13.5% |
| 30D | +45.2% | +2.0% | +43.2% | +43.0% |
| 3M | +10.4% | +17.4% | -7.0% | -1.8% |
| 6M | -2.5% | +17.5% | -20.0% | -13.7% |
| YTD | -6.0% | +7.6% | -13.6% | -12.4% |
| 1Y | -56.4% | +7.7% | -64.1% | -59.7% |
| 3Y | +306.3% | +54.7% | +251.6% | +186.3% |
| 5Y | +100.5% | +73.0% | +27.4% | +35.3% |
| All | +731.6% | +388.0% | +343.6% | +233.1% |
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