+49.9%
MSTR vs VFC
-67.4%
+117.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.2% | +11.2% | -12.4% | -5.4% |
| 30D | -15.9% | +41.5% | -57.5% | -27.4% |
| 3M | +33.1% | +38.9% | -5.8% | +15.4% |
| 6M | -31.0% | +6.1% | -37.1% | -34.3% |
| YTD | -15.1% | +14.5% | -29.7% | -22.2% |
| 1Y | -45.6% | +46.0% | -91.6% | -55.8% |
| 3Y | +180.5% | +36.4% | +144.1% | +89.2% |
| All | +49.9% | -67.4% | +117.4% | +218.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling