+156.4%
MSTR vs VSXY
+37.4%
+119.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.0% |
| 7D | +12.2% | -14.0% | +26.2% | +15.4% |
| 30D | +45.2% | -15.9% | +61.1% | +49.9% |
| 3M | +10.4% | +3.4% | +7.0% | +7.5% |
| 6M | -2.5% | +25.9% | -28.4% | -14.2% |
| YTD | -6.0% | +39.5% | -45.5% | -20.6% |
| 1Y | -56.4% | +194.4% | -250.8% | -71.6% |
| 3Y | +306.3% | +281.4% | +24.9% | +108.2% |
| 5Y | +100.5% | +12.8% | +87.7% | +46.0% |
| All | +156.4% | +37.4% | +119.0% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling