+1,252.0%
MSTR vs VTRS
+65.8%
+1,186.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +12.2% | +3.3% | +8.9% | +11.1% |
| 30D | +45.2% | -3.6% | +48.8% | +46.5% |
| 3M | +10.4% | +7.0% | +3.4% | +8.3% |
| 6M | -2.5% | +17.5% | -19.9% | -6.8% |
| YTD | -6.0% | +38.8% | -44.8% | -14.1% |
| 1Y | -56.4% | +69.2% | -125.6% | -62.2% |
| 3Y | +306.3% | +77.5% | +228.8% | +243.6% |
| 5Y | +100.5% | +39.9% | +60.6% | +77.6% |
| 10Y | +741.1% | -47.1% | +788.2% | +762.4% |
| All | +1,252.0% | +65.8% | +1,186.1% | +824.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling