+1,733.5%
MSTR vs VGT
+2,125.7%
-392.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -5.8% |
| 7D | -11.5% | +5.6% | -17.1% | -17.3% |
| 30D | -24.8% | -10.6% | -14.2% | -13.9% |
| 3M | +20.6% | -6.9% | +27.5% | +33.0% |
| 6M | -38.0% | +0.9% | -38.9% | -38.2% |
| YTD | -24.7% | +20.4% | -45.1% | -37.7% |
| 1Y | -49.1% | +17.4% | -66.4% | -56.5% |
| 3Y | +124.7% | +106.3% | +18.4% | +8.5% |
| 5Y | +40.9% | +107.9% | -66.9% | -22.4% |
| 10Y | +481.5% | +730.9% | -249.4% | -19.9% |
| All | +1,733.5% | +2,125.7% | -392.2% | -11.1% |
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