+645.5%
MSTR vs VEA
+162.2%
+483.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -1.2% |
| 7D | -11.2% | -2.1% | -9.2% | -8.2% |
| 30D | +33.8% | -1.1% | +34.9% | +37.0% |
| 3M | +11.5% | +5.1% | +6.4% | +4.1% |
| 6M | -7.2% | +9.8% | -16.9% | -18.7% |
| YTD | -15.4% | +15.9% | -31.3% | -31.4% |
| 1Y | -60.6% | +24.6% | -85.2% | -71.4% |
| 3Y | +260.8% | +75.5% | +185.3% | +65.5% |
| 5Y | +108.8% | +59.4% | +49.5% | +15.4% |
| All | +645.5% | +162.2% | +483.3% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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