+117.4%
MSTR vs VSXY
+101.4%
+16.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.0% |
| 7D | -10.7% | +10.2% | -20.9% | -12.8% |
| 30D | -21.6% | +33.6% | -55.2% | -26.9% |
| 3M | +24.4% | +10.8% | +13.6% | +20.1% |
| 6M | -35.5% | +130.5% | -166.0% | -51.5% |
| YTD | -20.3% | +104.4% | -124.8% | -38.7% |
| 1Y | -49.3% | +216.5% | -265.8% | -66.6% |
| 3Y | +137.8% | +465.9% | -328.1% | +12.4% |
| 5Y | +48.3% | +123.1% | -74.8% | -0.9% |
| All | +117.4% | +101.4% | +16.0% | +53.8% |
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