+62.1%
MSTR vs VCIT
+3.7%
+58.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.9% |
| 7D | -8.7% | +0.5% | -9.2% | -9.8% |
| 30D | -21.4% | +2.1% | -23.5% | -25.6% |
| 3M | +31.4% | -1.6% | +33.0% | +37.0% |
| 6M | -30.8% | -1.6% | -29.2% | -27.6% |
| YTD | -14.9% | -1.5% | -13.4% | -10.8% |
| 1Y | -49.3% | -0.4% | -48.9% | -48.3% |
| 3Y | +184.8% | +19.6% | +165.3% | +79.0% |
| 5Y | +62.1% | +3.3% | +58.9% | +13.7% |
| All | +62.1% | +3.7% | +58.5% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling