+107.1%
MSTR vs VNQ
+5.0%
+102.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -1.1% |
| 7D | +7.7% | -0.9% | +8.6% | +9.5% |
| 30D | +36.3% | -2.2% | +38.6% | +41.6% |
| 3M | +13.4% | -1.9% | +15.3% | +16.2% |
| 6M | -4.5% | +3.2% | -7.7% | -10.7% |
| YTD | -12.7% | +9.4% | -22.1% | -25.4% |
| 1Y | -59.6% | +7.5% | -67.1% | -64.6% |
| 3Y | +272.5% | +31.1% | +241.4% | +124.3% |
| 5Y | +107.1% | +6.6% | +100.6% | +122.1% |
| All | +107.1% | +5.0% | +102.2% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling