+3,361.0%
MSTR vs VNQ
+392.5%
+2,968.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +12.2% | -1.3% | +13.4% | +13.0% |
| 30D | +45.2% | -2.9% | +48.1% | +47.8% |
| 3M | +10.4% | +0.8% | +9.6% | +9.5% |
| 6M | -2.5% | +2.5% | -5.0% | -3.9% |
| YTD | -6.0% | +10.6% | -16.7% | -11.1% |
| 1Y | -56.4% | +9.1% | -65.5% | -58.4% |
| 3Y | +306.3% | +31.0% | +275.2% | +255.5% |
| 5Y | +100.5% | +4.9% | +95.6% | +107.3% |
| 10Y | +741.1% | +59.5% | +681.6% | +607.9% |
| All | +3,361.0% | +392.5% | +2,968.5% | +1,163.2% |
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