+481.0%
MSTR vs VST
+1,139.0%
-658.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -13.4% | +6.6% | -20.0% | -15.6% |
| 30D | -22.1% | -12.4% | -9.7% | -19.0% |
| 3M | +15.0% | -9.0% | +24.0% | +16.8% |
| 6M | -37.3% | -6.4% | -30.9% | -37.8% |
| YTD | -26.5% | -17.2% | -9.4% | -25.1% |
| 1Y | -46.5% | -22.0% | -24.5% | -44.3% |
| 3Y | +121.1% | +296.7% | -175.6% | +4.9% |
| 5Y | +37.5% | +637.6% | -600.1% | -46.7% |
| All | +481.0% | +1,139.0% | -658.0% | +87.2% |
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