+554.5%
MSTR vs VIG
+267.0%
+287.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -6.4% |
| 7D | -4.0% | +0.4% | -4.4% | -4.4% |
| 30D | -18.6% | +4.3% | -22.9% | -23.6% |
| 3M | +25.6% | +2.0% | +23.5% | +22.2% |
| 6M | -33.1% | +10.2% | -43.2% | -42.0% |
| YTD | -17.3% | +14.8% | -32.1% | -31.6% |
| 1Y | -48.1% | +17.5% | -65.5% | -58.5% |
| 3Y | +154.2% | +67.4% | +86.8% | +29.0% |
| 5Y | +46.2% | +63.4% | -17.2% | -17.4% |
| 10Y | +554.5% | +259.9% | +294.6% | +85.4% |
| All | +554.5% | +267.0% | +287.5% | +85.4% |
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