+690.7%
MSTR vs VIG
+240.3%
+450.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.2% |
| 7D | +9.3% | -0.4% | +9.7% | +10.2% |
| 30D | +36.5% | -2.1% | +38.6% | +41.1% |
| 3M | +7.3% | +3.3% | +4.0% | +2.3% |
| 6M | +2.2% | +9.3% | -7.0% | -9.9% |
| YTD | -10.2% | +10.1% | -20.3% | -21.0% |
| 1Y | -58.6% | +14.7% | -73.3% | -65.6% |
| 3Y | +283.2% | +56.9% | +226.2% | +114.4% |
| 5Y | +113.8% | +62.9% | +50.9% | +24.9% |
| 10Y | +690.7% | +241.3% | +449.4% | +153.3% |
| All | +690.7% | +240.3% | +450.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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