+846.9%
MSTR vs VRT
+1,680.7%
-833.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.0% | +4.7% | -3.2% |
| 7D | -8.7% | -28.1% | +19.4% | +4.6% |
| 30D | -21.4% | -30.2% | +8.8% | -9.3% |
| 3M | +31.4% | -36.4% | +67.8% | +56.7% |
| 6M | -30.8% | -48.2% | +17.3% | -13.0% |
| YTD | -14.9% | +9.2% | -24.1% | -26.8% |
| 1Y | -49.3% | -7.2% | -42.1% | -53.4% |
| 3Y | +184.8% | +338.7% | -153.9% | +12.5% |
| 5Y | +62.1% | +542.8% | -480.7% | -58.1% |
| All | +846.9% | +1,680.7% | -833.8% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling