+570.4%
MSTR vs VCIT
+28.8%
+541.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -15.9% | +1.9% | -17.9% | -18.9% |
| 3M | +33.1% | -1.4% | +34.6% | +36.8% |
| 6M | -31.0% | -2.1% | -28.9% | -28.0% |
| YTD | -15.1% | -1.6% | -13.5% | -12.0% |
| 1Y | -45.6% | -0.9% | -44.7% | -44.3% |
| 3Y | +180.5% | +20.0% | +160.5% | +105.6% |
| 5Y | +61.7% | +3.1% | +58.5% | +41.9% |
| All | +570.4% | +28.8% | +541.6% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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