+48.3%
MSTR vs V
+105.7%
-57.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.0% |
| 7D | -10.7% | +0.8% | -11.5% | -11.2% |
| 30D | -21.6% | +9.9% | -31.5% | -29.0% |
| 3M | +24.4% | +17.5% | +6.9% | +4.8% |
| 6M | -35.5% | +33.5% | -68.9% | -52.9% |
| YTD | -20.3% | +21.6% | -41.9% | -37.1% |
| 1Y | -49.3% | +27.6% | -76.9% | -62.7% |
| 3Y | +137.8% | +76.4% | +61.4% | +4.0% |
| 5Y | +48.3% | +103.8% | -55.5% | -46.0% |
| All | +48.3% | +105.7% | -57.4% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling