+1,459.9%
MSTR vs VCIT
+96.2%
+1,363.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.4% |
| 7D | -1.8% | +0.4% | -2.2% | -2.3% |
| 30D | -13.3% | +2.2% | -15.5% | -15.4% |
| 3M | +46.0% | -1.8% | +47.8% | +49.1% |
| 6M | -22.4% | -1.6% | -20.8% | -20.8% |
| YTD | -6.2% | -1.7% | -4.5% | -3.9% |
| 1Y | -42.3% | -0.8% | -41.4% | -41.4% |
| 3Y | +214.0% | +19.3% | +194.7% | +167.5% |
| 5Y | +78.2% | +3.5% | +74.6% | +57.7% |
| 10Y | +649.6% | +28.6% | +621.0% | +622.7% |
| All | +1,459.9% | +96.2% | +1,363.7% | +2,200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling