+786.6%
MSTR vs VRT
+1,856.9%
-1,070.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.2% |
| 7D | -10.7% | -17.7% | +7.0% | -4.1% |
| 30D | -21.6% | -20.0% | -1.6% | -15.1% |
| 3M | +24.4% | -28.1% | +52.5% | +40.0% |
| 6M | -35.5% | -42.8% | +7.4% | -22.4% |
| YTD | -20.3% | +20.0% | -40.3% | -34.5% |
| 1Y | -49.3% | +3.5% | -52.8% | -55.8% |
| 3Y | +137.8% | +366.1% | -228.3% | -8.7% |
| 5Y | +48.3% | +632.2% | -583.9% | -63.8% |
| All | +786.6% | +1,856.9% | -1,070.3% | +52.7% |
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