+2,188.5%
MSTR vs VO
+827.2%
+1,361.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.1% |
| 7D | +12.2% | -0.3% | +12.4% | +12.7% |
| 30D | +45.2% | -0.3% | +45.5% | +46.1% |
| 3M | +10.4% | +2.9% | +7.4% | +7.2% |
| 6M | -2.5% | +9.3% | -11.8% | -11.3% |
| YTD | -6.0% | +14.2% | -20.2% | -18.0% |
| 1Y | -56.4% | +15.3% | -71.7% | -62.2% |
| 3Y | +306.3% | +56.2% | +250.0% | +167.2% |
| 5Y | +100.5% | +42.4% | +58.0% | +67.6% |
| 10Y | +741.1% | +194.7% | +546.3% | +257.9% |
| All | +2,188.5% | +827.2% | +1,361.2% | +150.0% |
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