+570.4%
MSTR vs VST
+1,112.0%
-541.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.6% | -10.8% | -4.2% |
| 7D | -1.2% | -9.8% | +8.6% | +1.7% |
| 30D | -15.9% | -25.1% | +9.2% | -7.2% |
| 3M | +33.1% | -11.6% | +44.7% | +36.9% |
| 6M | -31.0% | -20.9% | -10.1% | -26.8% |
| YTD | -15.1% | -22.3% | +7.2% | -11.3% |
| 1Y | -45.6% | -32.0% | -13.6% | -40.2% |
| 3Y | +180.5% | +262.4% | -81.9% | +37.9% |
| 5Y | +61.7% | +563.4% | -501.7% | -35.1% |
| All | +570.4% | +1,112.0% | -541.6% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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