+103.8%
MSTR vs VRSK
-11.8%
+115.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -8.3% | -5.2% | -3.1% | -6.0% |
| 30D | +38.1% | -2.3% | +40.4% | +40.0% |
| 3M | +9.0% | -2.9% | +11.9% | +9.2% |
| 6M | -5.3% | -12.8% | +7.5% | -0.4% |
| YTD | -13.8% | -20.8% | +7.0% | -3.8% |
| 1Y | -59.8% | -33.2% | -26.6% | -49.9% |
| 3Y | +282.2% | -26.6% | +308.8% | +292.7% |
| All | +103.8% | -11.8% | +115.6% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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