+659.5%
MSTR vs VTEB
+17.9%
+641.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | -8.3% | -0.9% | -7.4% | -7.3% |
| 30D | +38.1% | -2.5% | +40.6% | +42.4% |
| 3M | +9.0% | -3.0% | +12.0% | +13.1% |
| 6M | -5.3% | -2.1% | -3.2% | -2.6% |
| YTD | -13.8% | -1.5% | -12.3% | -11.9% |
| 1Y | -59.8% | +0.2% | -60.0% | -59.7% |
| 3Y | +282.2% | +8.6% | +273.6% | +249.7% |
| 5Y | +112.8% | +1.2% | +111.6% | +106.2% |
| All | +659.5% | +17.9% | +641.6% | +700.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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