+690.7%
MSTR vs VSH
+170.2%
+520.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +9.3% | +6.2% | +3.1% | +5.8% |
| 30D | +36.5% | -11.1% | +47.6% | +44.1% |
| 3M | +7.3% | -44.9% | +52.2% | +38.3% |
| 6M | +2.2% | +90.0% | -87.7% | -40.1% |
| YTD | -10.2% | +118.8% | -128.9% | -52.7% |
| 1Y | -58.6% | +109.0% | -167.6% | -77.7% |
| 3Y | +283.2% | +35.6% | +247.5% | +156.6% |
| 5Y | +113.8% | +66.7% | +47.1% | +31.4% |
| 10Y | +690.7% | +167.9% | +522.8% | +300.1% |
| All | +690.7% | +170.2% | +520.5% | +300.1% |
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