+1,325.9%
MSTR vs VIG
+623.5%
+702.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | +12.2% | -0.4% | +12.6% | +12.9% |
| 30D | +45.2% | -1.0% | +46.1% | +47.1% |
| 3M | +10.4% | +2.8% | +7.6% | +6.9% |
| 6M | -2.5% | +8.2% | -10.7% | -11.2% |
| YTD | -6.0% | +11.0% | -17.0% | -16.6% |
| 1Y | -56.4% | +16.1% | -72.6% | -63.4% |
| 3Y | +306.3% | +56.2% | +250.1% | +147.0% |
| 5Y | +100.5% | +63.0% | +37.5% | +29.1% |
| 10Y | +741.1% | +241.4% | +499.7% | +137.9% |
| All | +1,325.9% | +623.5% | +702.3% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling