+677.4%
MSTR vs VGT
+797.7%
-120.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.6% |
| 7D | +7.7% | +1.5% | +6.2% | +6.0% |
| 30D | +36.3% | +0.5% | +35.8% | +36.2% |
| 3M | +13.4% | +5.3% | +8.1% | +6.1% |
| 6M | -4.5% | +32.4% | -36.9% | -33.6% |
| YTD | -12.7% | +28.6% | -41.3% | -35.9% |
| 1Y | -59.6% | +37.6% | -97.2% | -72.6% |
| 3Y | +272.5% | +125.5% | +147.0% | +46.4% |
| 5Y | +107.1% | +135.2% | -28.1% | -13.7% |
| 10Y | +677.4% | +812.9% | -135.5% | +38.5% |
| All | +677.4% | +797.7% | -120.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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