+1,224.9%
MSTR vs VCLT
+100.6%
+1,124.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.1% |
| 7D | -10.7% | +0.2% | -11.0% | -10.8% |
| 30D | -21.6% | +2.3% | -23.8% | -22.3% |
| 3M | +24.4% | -1.1% | +25.4% | +25.1% |
| 6M | -35.5% | -4.2% | -31.3% | -34.2% |
| YTD | -20.3% | -3.4% | -16.9% | -18.9% |
| 1Y | -49.3% | -3.8% | -45.5% | -48.3% |
| 3Y | +137.8% | +14.7% | +123.1% | +128.6% |
| 5Y | +48.3% | -16.7% | +65.0% | +43.9% |
| 10Y | +526.8% | +20.5% | +506.3% | +609.0% |
| All | +1,224.9% | +100.6% | +1,124.3% | +2,149.9% |
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