+526.8%
MSTR vs VSH
+117.5%
+409.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.3% |
| 7D | -10.7% | -1.6% | -9.2% | -11.2% |
| 30D | -21.6% | -21.3% | -0.3% | -13.1% |
| 3M | +24.4% | -18.9% | +43.3% | +33.6% |
| 6M | -35.5% | -21.4% | -14.0% | -37.9% |
| YTD | -20.3% | +86.8% | -107.2% | -56.0% |
| 1Y | -49.3% | +85.8% | -135.1% | -72.0% |
| 3Y | +137.8% | +30.1% | +107.6% | +56.1% |
| 5Y | +48.3% | +42.8% | +5.5% | -4.6% |
| 10Y | +526.8% | +121.2% | +405.6% | +234.5% |
| All | +526.8% | +117.5% | +409.3% | +234.5% |
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