+142.3%
MSTR vs VLO
+221.8%
-79.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | 0.0% |
| 7D | -14.2% | -0.4% | -13.7% | -14.0% |
| 30D | -19.9% | -16.6% | -3.3% | -16.1% |
| 3M | +27.3% | +12.3% | +15.0% | +19.9% |
| 6M | -37.6% | +47.8% | -85.4% | -47.4% |
| YTD | -19.5% | +126.7% | -146.2% | -46.2% |
| 1Y | -47.1% | +105.4% | -152.5% | -62.9% |
| All | +142.3% | +221.8% | -79.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 3y: compounded portfolio wealth divided by compounded VLO 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…
3y analysis · Full analysis span regression · 6 months rolling