+1,108.9%
MSTR vs VIG
+650.0%
+458.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.9% |
| 7D | -10.7% | +1.0% | -11.7% | -11.7% |
| 30D | -21.6% | +4.5% | -26.1% | -25.9% |
| 3M | +24.4% | +2.1% | +22.3% | +21.6% |
| 6M | -35.5% | +10.5% | -45.9% | -43.0% |
| YTD | -20.3% | +15.1% | -35.4% | -32.3% |
| 1Y | -49.3% | +16.9% | -66.2% | -57.8% |
| 3Y | +137.8% | +65.6% | +72.2% | +34.3% |
| 5Y | +48.3% | +64.4% | -16.1% | -6.3% |
| 10Y | +526.8% | +260.6% | +266.1% | +66.3% |
| All | +1,108.9% | +650.0% | +458.9% | +44.3% |
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 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