+40.9%
MSTR vs VFC
-68.8%
+109.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -5.3% |
| 7D | -11.5% | -1.4% | -10.1% | -11.0% |
| 30D | -24.8% | +24.6% | -49.5% | -31.5% |
| 3M | +20.6% | +38.4% | -17.8% | +4.7% |
| 6M | -38.0% | +15.3% | -53.2% | -43.0% |
| YTD | -24.7% | +12.7% | -37.4% | -30.5% |
| 1Y | -49.1% | +32.7% | -81.7% | -56.7% |
| 3Y | +124.7% | +43.7% | +81.0% | +45.8% |
| 5Y | +40.9% | -69.2% | +110.1% | +199.3% |
| All | +40.9% | -68.8% | +109.8% | +199.3% |
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