+1,252.0%
MSTR vs VFC
+131.0%
+1,121.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.4% |
| 7D | +12.2% | -1.6% | +13.8% | +12.9% |
| 30D | +45.2% | -11.6% | +56.8% | +52.4% |
| 3M | +10.4% | -18.1% | +28.5% | +17.6% |
| 6M | -2.5% | -27.4% | +24.9% | +9.0% |
| YTD | -6.0% | -24.8% | +18.8% | +3.0% |
| 1Y | -56.4% | -8.2% | -48.2% | -57.0% |
| 3Y | +306.3% | -29.1% | +335.4% | +279.0% |
| 5Y | +100.5% | -79.2% | +179.7% | +231.1% |
| 10Y | +741.1% | -68.1% | +809.2% | +946.0% |
| All | +1,252.0% | +131.0% | +1,121.0% | +388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling