+481.0%
MSTR vs V
+458.1%
+22.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.3% |
| 7D | -13.4% | +0.9% | -14.3% | -14.0% |
| 30D | -22.1% | +9.0% | -31.0% | -26.6% |
| 3M | +15.0% | +16.7% | -1.8% | +3.2% |
| 6M | -37.3% | +33.4% | -70.7% | -48.9% |
| YTD | -26.5% | +22.4% | -48.9% | -37.3% |
| 1Y | -46.5% | +27.7% | -74.2% | -55.9% |
| 3Y | +121.1% | +78.0% | +43.1% | +41.1% |
| 5Y | +37.5% | +108.5% | -71.0% | -17.1% |
| All | +481.0% | +458.1% | +22.9% | +109.5% |
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