+1,187.4%
MSTR vs VIG
+630.3%
+557.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -1.2% | -1.8% | +0.6% | +1.5% |
| 30D | -15.9% | +2.7% | -18.6% | -18.5% |
| 3M | +33.1% | 0.0% | +33.2% | +34.0% |
| 6M | -31.0% | +6.8% | -37.7% | -36.1% |
| YTD | -15.1% | +12.1% | -27.2% | -25.2% |
| 1Y | -45.6% | +14.8% | -60.5% | -53.6% |
| 3Y | +180.5% | +62.4% | +118.1% | +62.9% |
| 5Y | +61.7% | +59.6% | +2.1% | +6.4% |
| 10Y | +578.0% | +261.5% | +316.5% | +80.6% |
| All | +1,187.4% | +630.3% | +557.0% | +59.4% |
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 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