+736.9%
MSTR vs VT
+224.5%
+512.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +0.4% | +11.7% | +11.6% |
| 30D | +45.2% | +1.0% | +44.2% | +43.5% |
| 3M | +10.4% | +2.4% | +8.0% | +7.3% |
| 6M | -2.5% | +12.0% | -14.5% | -18.5% |
| YTD | -6.0% | +15.3% | -21.4% | -24.4% |
| 1Y | -56.4% | +22.6% | -79.0% | -68.2% |
| 3Y | +306.3% | +74.7% | +231.6% | +80.4% |
| 5Y | +100.5% | +66.1% | +34.3% | +5.8% |
| All | +736.9% | +224.5% | +512.4% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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