+735.0%
MSTR vs VST
+1,175.7%
-440.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.7% |
| 7D | +12.2% | +8.9% | +3.3% | +8.5% |
| 30D | +45.2% | +6.2% | +39.0% | +41.6% |
| 3M | +10.4% | -2.7% | +13.1% | +10.2% |
| 6M | -2.5% | -8.4% | +5.9% | -1.3% |
| YTD | -6.0% | -7.2% | +1.2% | -6.6% |
| 1Y | -56.4% | -20.9% | -35.5% | -54.3% |
| 3Y | +306.3% | +384.0% | -77.7% | +82.5% |
| 5Y | +100.5% | +757.1% | -656.6% | -24.6% |
| All | +735.0% | +1,175.7% | -440.7% | +167.7% |
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