+571.9%
MSTR vs VSH
+101.2%
+470.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -3.2% |
| 7D | -1.2% | -12.9% | +11.7% | +5.2% |
| 30D | -15.9% | -36.9% | +20.9% | +4.7% |
| 3M | +33.1% | -28.8% | +61.9% | +53.5% |
| 6M | -31.0% | -30.3% | -0.7% | -29.0% |
| YTD | -15.1% | +62.4% | -77.5% | -49.3% |
| 1Y | -45.6% | +62.5% | -108.2% | -67.7% |
| 3Y | +180.5% | +7.4% | +173.1% | +105.1% |
| 5Y | +61.7% | +25.4% | +36.2% | +11.9% |
| All | +571.9% | +101.2% | +470.7% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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