+121.1%
MSTR vs VFC
+50.0%
+71.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.7% | -3.4% |
| 7D | -13.4% | +1.6% | -15.0% | -13.9% |
| 30D | -22.1% | +25.5% | -47.6% | -27.2% |
| 3M | +15.0% | +41.3% | -26.3% | +3.2% |
| 6M | -37.3% | +22.2% | -59.5% | -41.9% |
| YTD | -26.5% | +16.4% | -42.9% | -31.0% |
| 1Y | -46.5% | +38.4% | -84.9% | -52.7% |
| 3Y | +121.1% | +56.2% | +64.9% | +68.6% |
| All | +121.1% | +50.0% | +71.1% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling