+481.0%
MSTR vs VCIT
+31.0%
+450.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.1% |
| 7D | -13.4% | -1.4% | -12.0% | -11.0% |
| 30D | -22.1% | +0.6% | -22.6% | -22.9% |
| 3M | +15.0% | -2.2% | +17.2% | +20.0% |
| 6M | -37.3% | -2.3% | -35.0% | -34.2% |
| YTD | -26.5% | -2.2% | -24.4% | -22.9% |
| 1Y | -46.5% | -1.4% | -45.1% | -44.6% |
| 3Y | +121.1% | +18.7% | +102.3% | +65.2% |
| 5Y | +37.5% | +3.6% | +33.9% | +20.9% |
| All | +481.0% | +31.0% | +450.0% | +430.0% |
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