+2,188.5%
MSTR vs VGT
+2,283.9%
-95.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.8% |
| 7D | +12.2% | +1.0% | +11.2% | +11.2% |
| 30D | +45.2% | +1.3% | +43.9% | +43.8% |
| 3M | +10.4% | -1.1% | +11.5% | +12.4% |
| 6M | -2.5% | +32.6% | -35.1% | -29.6% |
| YTD | -6.0% | +29.0% | -35.0% | -28.8% |
| 1Y | -56.4% | +39.7% | -96.1% | -69.7% |
| 3Y | +306.3% | +120.9% | +185.4% | +79.8% |
| 5Y | +100.5% | +133.6% | -33.1% | -3.0% |
| 10Y | +741.1% | +792.6% | -51.5% | +5.5% |
| All | +2,188.5% | +2,283.9% | -95.4% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling