+1,252.0%
MSTR vs VSH
+367.4%
+884.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -3.4% |
| 7D | +12.2% | +4.1% | +8.1% | +10.0% |
| 30D | +45.2% | -4.2% | +49.3% | +47.0% |
| 3M | +10.4% | -50.0% | +60.4% | +43.8% |
| 6M | -2.5% | +80.2% | -82.7% | -33.1% |
| YTD | -6.0% | +121.1% | -127.1% | -42.3% |
| 1Y | -56.4% | +112.0% | -168.4% | -72.8% |
| 3Y | +306.3% | +22.5% | +283.8% | +217.7% |
| 5Y | +100.5% | +64.0% | +36.4% | +43.6% |
| 10Y | +741.1% | +170.4% | +570.7% | +350.7% |
| All | +1,252.0% | +367.4% | +884.6% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling