+554.5%
MSTR vs VMC
+146.3%
+408.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.2% |
| 7D | -4.0% | +0.3% | -4.2% | -4.0% |
| 30D | -18.6% | +18.6% | -37.2% | -27.2% |
| 3M | +25.6% | +2.0% | +23.5% | +23.3% |
| 6M | -33.1% | +2.6% | -35.6% | -35.4% |
| YTD | -17.3% | +2.3% | -19.6% | -20.8% |
| 1Y | -48.1% | +1.7% | -49.8% | -50.2% |
| 3Y | +154.2% | +41.7% | +112.5% | +99.5% |
| 5Y | +46.2% | +46.6% | -0.4% | +14.5% |
| 10Y | +554.5% | +140.3% | +414.3% | +290.0% |
| All | +554.5% | +146.3% | +408.2% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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