+554.5%
MSTR vs VFC
-44.8%
+599.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.6% |
| 7D | -4.0% | +7.7% | -11.6% | -6.6% |
| 30D | -18.6% | +39.2% | -57.8% | -28.6% |
| 3M | +25.6% | +40.3% | -14.7% | +9.4% |
| 6M | -33.1% | +11.4% | -44.4% | -37.3% |
| YTD | -17.3% | +17.5% | -34.9% | -24.5% |
| 1Y | -48.1% | +45.9% | -94.0% | -57.0% |
| 3Y | +154.2% | +47.3% | +106.9% | +78.4% |
| 5Y | +46.2% | -67.2% | +113.4% | +98.6% |
| 10Y | +554.5% | -46.1% | +600.6% | +715.8% |
| All | +554.5% | -44.8% | +599.3% | +715.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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