+138.3%
MSTR vs VSXY
+37.7%
+100.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.0% |
| 7D | +7.7% | -10.7% | +18.4% | +9.8% |
| 30D | +36.3% | -24.3% | +60.6% | +44.5% |
| 3M | +13.4% | +1.0% | +12.4% | +11.1% |
| 6M | -4.5% | +57.4% | -61.9% | -21.4% |
| YTD | -12.7% | +39.8% | -52.5% | -26.3% |
| 1Y | -59.6% | +196.5% | -256.1% | -73.7% |
| 3Y | +272.5% | +357.2% | -84.8% | +76.7% |
| 5Y | +107.1% | +18.9% | +88.3% | +51.1% |
| All | +138.3% | +37.7% | +100.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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