+481.0%
MSTR vs VNQ
+83.2%
+397.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -13.4% | +0.8% | -14.2% | -14.1% |
| 30D | -22.1% | +6.8% | -28.8% | -27.0% |
| 3M | +15.0% | -1.3% | +16.2% | +16.6% |
| 6M | -37.3% | +2.4% | -39.7% | -39.2% |
| YTD | -26.5% | +12.1% | -38.7% | -34.5% |
| 1Y | -46.5% | +12.0% | -58.5% | -52.3% |
| 3Y | +121.1% | +44.8% | +76.3% | +56.4% |
| 5Y | +37.5% | +6.9% | +30.6% | +33.5% |
| All | +481.0% | +83.2% | +397.8% | +327.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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