+180.5%
MSTR vs VMC
+38.8%
+141.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -15.9% | +15.8% | -31.7% | -24.5% |
| 3M | +33.1% | +0.6% | +32.5% | +32.1% |
| 6M | -31.0% | -4.0% | -27.0% | -30.2% |
| YTD | -15.1% | -0.3% | -14.8% | -18.8% |
| 1Y | -45.6% | -0.5% | -45.1% | -48.1% |
| 3Y | +180.5% | +39.6% | +140.9% | +157.4% |
| All | +180.5% | +38.8% | +141.7% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling