+659.5%
MSTR vs VTRS
-48.4%
+707.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -8.3% | -2.2% | -6.1% | -7.6% |
| 30D | +38.1% | +3.3% | +34.8% | +36.7% |
| 3M | +9.0% | +2.0% | +7.0% | +8.2% |
| 6M | -5.3% | +19.9% | -25.3% | -11.1% |
| YTD | -13.8% | +35.7% | -49.5% | -22.3% |
| 1Y | -59.8% | +68.1% | -127.9% | -66.3% |
| 3Y | +282.2% | +87.1% | +195.1% | +205.1% |
| 5Y | +112.8% | +47.6% | +65.1% | +77.1% |
| All | +659.5% | -48.4% | +707.8% | +590.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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