+62.1%
MSTR vs VT
+53.2%
+8.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | +2.5% |
| 7D | -8.7% | -4.2% | -4.5% | +3.8% |
| 30D | -21.4% | -5.8% | -15.6% | -5.5% |
| 3M | +31.4% | -5.2% | +36.7% | +57.2% |
| 6M | -30.8% | +0.1% | -30.9% | -29.2% |
| YTD | -14.9% | +8.2% | -23.1% | -28.8% |
| 1Y | -49.3% | +10.1% | -59.4% | -59.7% |
| 3Y | +184.8% | +69.7% | +115.2% | -31.0% |
| 5Y | +62.1% | +53.4% | +8.8% | -39.4% |
| All | +62.1% | +53.2% | +8.9% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling