+844.2%
MSTR vs VRT
+1,742.5%
-898.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.8% |
| 7D | -1.2% | -21.4% | +20.1% | +8.6% |
| 30D | -15.9% | -25.8% | +9.9% | -5.7% |
| 3M | +33.1% | -33.5% | +66.7% | +55.6% |
| 6M | -31.0% | -49.0% | +18.0% | -12.4% |
| YTD | -15.1% | +12.9% | -28.1% | -28.2% |
| 1Y | -45.6% | 0.0% | -45.7% | -51.8% |
| 3Y | +180.5% | +361.8% | -181.3% | +8.3% |
| 5Y | +61.7% | +565.1% | -503.5% | -58.9% |
| All | +844.2% | +1,742.5% | -898.3% | +67.6% |
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