+677.4%
MSTR vs VCLT
+16.9%
+660.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | +36.3% | +0.1% | +36.2% | +36.4% |
| 3M | +13.4% | -2.9% | +16.3% | +16.6% |
| 6M | -4.5% | -4.0% | -0.5% | -0.6% |
| YTD | -12.7% | -2.2% | -10.4% | -10.4% |
| 1Y | -59.6% | -2.6% | -57.0% | -58.5% |
| 3Y | +272.5% | +12.3% | +260.2% | +240.7% |
| 5Y | +107.1% | -16.4% | +123.5% | +122.0% |
| 10Y | +677.4% | +18.1% | +659.3% | +721.8% |
| All | +677.4% | +16.9% | +660.4% | +721.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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