+283.2%
MSTR vs VTR
+131.6%
+151.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | +9.3% | -2.4% | +11.7% | +9.8% |
| 30D | +36.5% | -3.7% | +40.2% | +37.4% |
| 3M | +7.3% | +13.5% | -6.2% | +3.9% |
| 6M | +2.2% | +7.2% | -5.0% | +0.5% |
| YTD | -10.2% | +17.6% | -27.7% | -13.8% |
| 1Y | -58.6% | +35.4% | -94.0% | -62.1% |
| 3Y | +283.2% | +132.8% | +150.3% | +190.1% |
| All | +283.2% | +131.6% | +151.5% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling