+554.5%
MSTR vs VSH
+128.2%
+426.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.4% | -16.0% | -9.3% |
| 7D | -4.0% | +3.5% | -7.4% | -6.8% |
| 30D | -18.6% | -22.4% | +3.8% | -9.2% |
| 3M | +25.6% | -25.2% | +50.8% | +40.5% |
| 6M | -33.1% | -22.5% | -10.5% | -35.1% |
| YTD | -17.3% | +84.2% | -101.5% | -54.0% |
| 1Y | -48.1% | +87.1% | -135.2% | -71.5% |
| 3Y | +154.2% | +31.7% | +122.5% | +65.5% |
| 5Y | +46.2% | +42.6% | +3.6% | -5.8% |
| 10Y | +554.5% | +116.6% | +437.9% | +253.0% |
| All | +554.5% | +128.2% | +426.3% | +253.0% |
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