+656.1%
MSTR vs VST
+866.2%
-210.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.1% | -7.0% |
| 7D | -8.7% | -19.9% | +11.2% | -1.4% |
| 30D | -21.4% | -29.7% | +8.2% | -11.1% |
| 3M | +31.4% | -19.6% | +51.0% | +40.3% |
| 6M | -30.8% | -29.4% | -1.4% | -23.3% |
| YTD | -14.9% | -29.7% | +14.8% | -7.4% |
| 1Y | -49.3% | -40.0% | -9.2% | -41.3% |
| 3Y | +184.8% | +231.0% | -46.2% | +46.1% |
| 5Y | +62.1% | +500.1% | -437.9% | -31.8% |
| 10Y | +580.0% | +1,004.2% | -424.2% | +133.1% |
| All | +656.1% | +866.2% | -210.1% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling