+521.9%
MSTR vs VGT
+741.7%
-219.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | -2.7% |
| 7D | -14.2% | -1.6% | -12.6% | -12.6% |
| 30D | -19.9% | -10.1% | -9.8% | -7.6% |
| 3M | +27.3% | -5.3% | +32.6% | +38.4% |
| 6M | -37.6% | +0.2% | -37.8% | -37.4% |
| YTD | -19.5% | +21.1% | -40.6% | -35.7% |
| 1Y | -47.1% | +18.2% | -65.3% | -56.3% |
| 3Y | +140.3% | +107.4% | +32.9% | +5.3% |
| 5Y | +49.5% | +111.5% | -62.0% | -30.3% |
| 10Y | +521.9% | +735.5% | -213.7% | +17.0% |
| All | +521.9% | +741.7% | -219.9% | +17.0% |
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