+2,605.3%
MSTR vs VNQ
+399.1%
+2,206.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -13.4% | +0.8% | -14.2% | -13.8% |
| 30D | -22.1% | +6.8% | -28.8% | -24.9% |
| 3M | +15.0% | -1.3% | +16.2% | +15.9% |
| 6M | -37.3% | +2.4% | -39.7% | -38.3% |
| YTD | -26.5% | +12.1% | -38.7% | -31.0% |
| 1Y | -46.5% | +12.0% | -58.5% | -49.7% |
| 3Y | +121.1% | +44.8% | +76.3% | +83.6% |
| 5Y | +37.5% | +6.9% | +30.6% | +40.7% |
| 10Y | +467.3% | +82.9% | +384.4% | +350.3% |
| All | +2,605.3% | +399.1% | +2,206.2% | +880.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling