+1,900.6%
MSTR vs V
+2,773.8%
-873.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +12.2% | -1.7% | +13.9% | +13.3% |
| 30D | +45.2% | +2.0% | +43.2% | +43.4% |
| 3M | +10.4% | +17.4% | -7.0% | +0.7% |
| 6M | -2.5% | +17.5% | -20.0% | -11.4% |
| YTD | -6.0% | +7.6% | -13.6% | -11.0% |
| 1Y | -56.4% | +7.7% | -64.1% | -59.0% |
| 3Y | +306.3% | +54.7% | +251.6% | +213.1% |
| 5Y | +100.5% | +73.0% | +27.4% | +51.9% |
| 10Y | +741.1% | +390.9% | +350.2% | +282.2% |
| All | +1,900.6% | +2,773.8% | -873.3% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling