+180.5%
MSTR vs V
+77.2%
+103.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -2.0% |
| 30D | -15.9% | +13.6% | -29.5% | -20.8% |
| 3M | +33.1% | +14.3% | +18.8% | +24.9% |
| 6M | -31.0% | +33.1% | -64.1% | -40.0% |
| YTD | -15.1% | +21.2% | -36.4% | -22.8% |
| 1Y | -45.6% | +26.4% | -72.1% | -52.0% |
| 3Y | +180.5% | +77.6% | +102.9% | +149.8% |
| All | +180.5% | +77.2% | +103.3% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling