+570.4%
MSTR vs VRSN
+287.3%
+283.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -15.9% | +4.9% | -20.8% | -18.2% |
| 3M | +33.1% | +5.8% | +27.3% | +29.1% |
| 6M | -31.0% | +12.6% | -43.5% | -37.2% |
| YTD | -15.1% | +28.2% | -43.4% | -30.5% |
| 1Y | -45.6% | +30.4% | -76.1% | -56.2% |
| 3Y | +180.5% | +54.6% | +125.9% | +93.0% |
| 5Y | +61.7% | +35.1% | +26.6% | +23.6% |
| All | +570.4% | +287.3% | +283.2% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling