+659.5%
MSTR vs VNQ
+64.0%
+595.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.2% |
| 7D | -8.3% | -1.3% | -7.0% | -7.1% |
| 30D | +38.1% | -2.6% | +40.7% | +41.9% |
| 3M | +9.0% | -2.0% | +11.0% | +10.9% |
| 6M | -5.3% | +4.3% | -9.6% | -9.6% |
| YTD | -13.8% | +9.2% | -23.0% | -21.0% |
| 1Y | -59.8% | +5.6% | -65.4% | -61.9% |
| 3Y | +282.2% | +30.8% | +251.3% | +198.1% |
| 5Y | +112.8% | +8.0% | +104.8% | +108.1% |
| All | +659.5% | +64.0% | +595.4% | +497.0% |
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