+1,462.7%
MSTR vs VCLT
+103.4%
+1,359.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -0.5% | +12.7% | +12.4% |
| 30D | +45.2% | -0.9% | +46.0% | +45.8% |
| 3M | +10.4% | -3.2% | +13.6% | +12.1% |
| 6M | -2.5% | -3.8% | +1.3% | -0.6% |
| YTD | -6.0% | -2.0% | -4.0% | -4.9% |
| 1Y | -56.4% | -0.8% | -55.6% | -56.1% |
| 3Y | +306.3% | +12.3% | +294.0% | +292.3% |
| 5Y | +100.5% | -15.4% | +115.9% | +93.3% |
| 10Y | +741.1% | +15.7% | +725.3% | +808.5% |
| All | +1,462.7% | +103.4% | +1,359.3% | +2,536.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling