+737.9%
MSTR vs VRT
+2,012.3%
-1,274.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -7.1% |
| 7D | -11.5% | +18.6% | -30.1% | -18.3% |
| 30D | -24.8% | -11.7% | -13.2% | -22.2% |
| 3M | +20.6% | -27.3% | +47.9% | +35.2% |
| 6M | -38.0% | -42.9% | +4.9% | -25.4% |
| YTD | -24.7% | +29.5% | -54.2% | -40.2% |
| 1Y | -49.1% | +21.0% | -70.1% | -58.7% |
| 3Y | +124.7% | +403.1% | -278.4% | -16.7% |
| 5Y | +40.9% | +688.8% | -647.9% | -66.7% |
| All | +737.9% | +2,012.3% | -1,274.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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