+526.8%
MSTR vs VT
+217.6%
+309.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.7% |
| 7D | -10.7% | -0.1% | -10.6% | -10.4% |
| 30D | -21.6% | -3.1% | -18.5% | -16.4% |
| 3M | +24.4% | -3.5% | +27.9% | +34.9% |
| 6M | -35.5% | +0.5% | -35.9% | -34.3% |
| YTD | -20.3% | +10.8% | -31.1% | -30.4% |
| 1Y | -49.3% | +11.9% | -61.2% | -56.5% |
| 3Y | +137.8% | +73.0% | +64.8% | +8.4% |
| 5Y | +48.3% | +58.6% | -10.3% | -15.2% |
| 10Y | +526.8% | +219.2% | +307.6% | +94.5% |
| All | +526.8% | +217.6% | +309.1% | +94.5% |
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