+1,966.2%
MSTR vs VO
+797.8%
+1,168.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | -1.2% | -2.6% | +1.3% | +2.2% |
| 30D | -15.9% | -0.9% | -15.0% | -14.4% |
| 3M | +33.1% | -3.0% | +36.1% | +39.7% |
| 6M | -31.0% | +2.2% | -33.2% | -31.8% |
| YTD | -15.1% | +10.6% | -25.7% | -22.3% |
| 1Y | -45.6% | +12.5% | -58.2% | -51.3% |
| 3Y | +180.5% | +61.4% | +119.1% | +79.9% |
| 5Y | +61.7% | +33.4% | +28.3% | +45.8% |
| 10Y | +578.0% | +201.5% | +376.5% | +187.7% |
| All | +1,966.2% | +797.8% | +1,168.4% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling