+677.4%
MSTR vs VEEV
+538.1%
+139.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.0% |
| 7D | +7.7% | -7.1% | +14.8% | +11.9% |
| 30D | +36.3% | +11.1% | +25.2% | +29.7% |
| 3M | +13.4% | +55.5% | -42.1% | -9.5% |
| 6M | -4.5% | +33.4% | -37.9% | -18.7% |
| YTD | -12.7% | +16.8% | -29.5% | -20.9% |
| 1Y | -59.6% | -7.7% | -51.9% | -58.9% |
| 3Y | +272.5% | +18.4% | +254.1% | +223.1% |
| 5Y | +107.1% | -14.8% | +122.0% | +100.3% |
| 10Y | +677.4% | +546.5% | +130.9% | +355.4% |
| All | +677.4% | +538.1% | +139.3% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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