-49.3%
MSTR vs V
+26.9%
-76.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -10.7% | +0.8% | -11.5% | -10.6% |
| 30D | -21.6% | +9.9% | -31.5% | -21.9% |
| 3M | +24.4% | +17.5% | +6.9% | +23.7% |
| 6M | -35.5% | +33.5% | -68.9% | -35.0% |
| YTD | -20.3% | +21.6% | -41.9% | -24.9% |
| 1Y | -49.3% | +27.6% | -76.9% | -52.3% |
| All | -49.3% | +26.9% | -76.2% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling