+181.3%
MSTR vs VST
+229.5%
-48.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.1% | -7.2% |
| 7D | -8.7% | -19.9% | +11.2% | -2.1% |
| 30D | -21.4% | -29.7% | +8.2% | -12.1% |
| 3M | +31.4% | -19.6% | +51.0% | +39.5% |
| 6M | -30.8% | -29.4% | -1.4% | -24.0% |
| YTD | -14.9% | -29.7% | +14.8% | -8.1% |
| 1Y | -49.3% | -40.0% | -9.2% | -41.9% |
| All | +181.3% | +229.5% | -48.2% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling