+554.5%
MSTR vs VCLT
+20.2%
+534.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -4.0% | +1.2% | -5.2% | -5.0% |
| 30D | -18.6% | +3.4% | -22.0% | -21.0% |
| 3M | +25.6% | -0.9% | +26.4% | +26.7% |
| 6M | -33.1% | -3.1% | -29.9% | -30.9% |
| YTD | -17.3% | -2.4% | -15.0% | -15.1% |
| 1Y | -48.1% | -2.7% | -45.4% | -46.5% |
| 3Y | +154.2% | +16.9% | +137.3% | +124.9% |
| 5Y | +46.2% | -17.0% | +63.2% | +57.8% |
| 10Y | +554.5% | +22.1% | +532.4% | +594.6% |
| All | +554.5% | +20.2% | +534.3% | +594.6% |
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