+120.4%
MSTR vs VMC
+52.7%
+67.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.4% |
| 7D | +12.2% | -4.3% | +16.5% | +17.1% |
| 30D | +45.2% | -8.2% | +53.4% | +58.1% |
| 3M | +10.4% | -7.0% | +17.4% | +15.1% |
| 6M | -2.5% | -10.8% | +8.3% | +5.5% |
| YTD | -6.0% | -7.4% | +1.4% | -4.7% |
| 1Y | -56.4% | -9.5% | -46.9% | -55.1% |
| 3Y | +306.3% | +20.5% | +285.8% | +181.1% |
| All | +120.4% | +52.7% | +67.7% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling