+49.9%
MSTR vs VCLT
-16.9%
+66.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.5% |
| 30D | -15.9% | +3.7% | -19.6% | -20.0% |
| 3M | +33.1% | -1.0% | +34.1% | +35.1% |
| 6M | -31.0% | -3.4% | -27.6% | -27.4% |
| YTD | -15.1% | -2.6% | -12.5% | -11.5% |
| 1Y | -45.6% | -3.3% | -42.4% | -42.7% |
| 3Y | +180.5% | +17.3% | +163.2% | +123.1% |
| All | +49.9% | -16.9% | +66.8% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling