+481.0%
MSTR vs VCLT
+21.5%
+459.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -13.4% | -2.3% | -11.2% | -11.5% |
| 30D | -22.1% | +0.8% | -22.8% | -22.5% |
| 3M | +15.0% | -2.7% | +17.6% | +18.1% |
| 6M | -37.3% | -4.3% | -33.0% | -34.5% |
| YTD | -26.5% | -4.3% | -22.2% | -23.1% |
| 1Y | -46.5% | -4.4% | -42.1% | -43.9% |
| 3Y | +121.1% | +13.8% | +107.3% | +100.4% |
| 5Y | +37.5% | -17.0% | +54.5% | +50.0% |
| All | +481.0% | +21.5% | +459.5% | +523.2% |
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