+120.4%
MSTR vs VO
+42.6%
+77.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -0.9% |
| 7D | +12.2% | -0.3% | +12.4% | +13.4% |
| 30D | +45.2% | -0.3% | +45.5% | +46.9% |
| 3M | +10.4% | +2.9% | +7.4% | +3.0% |
| 6M | -2.5% | +9.3% | -11.8% | -21.7% |
| YTD | -6.0% | +14.2% | -20.2% | -31.4% |
| 1Y | -56.4% | +15.3% | -71.7% | -68.8% |
| 3Y | +306.3% | +56.2% | +250.0% | +43.2% |
| All | +120.4% | +42.6% | +77.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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