+645.5%
MSTR vs VTV
+232.1%
+413.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.2% |
| 7D | -11.2% | -2.1% | -9.2% | -8.6% |
| 30D | +33.8% | -1.3% | +35.1% | +36.4% |
| 3M | +11.5% | +5.6% | +5.8% | +3.6% |
| 6M | -7.2% | +12.4% | -19.5% | -20.3% |
| YTD | -15.4% | +17.6% | -33.0% | -31.1% |
| 1Y | -60.6% | +23.5% | -84.1% | -69.9% |
| 3Y | +260.8% | +67.0% | +193.8% | +97.5% |
| 5Y | +108.8% | +80.5% | +28.3% | +15.5% |
| All | +645.5% | +232.1% | +413.4% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling