+690.7%
MSTR vs VUG
+408.5%
+282.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.8% |
| 7D | +9.3% | +0.9% | +8.5% | +8.2% |
| 30D | +36.5% | -1.4% | +37.9% | +40.5% |
| 3M | +7.3% | +2.3% | +5.0% | +4.9% |
| 6M | +2.2% | +15.7% | -13.4% | -16.3% |
| YTD | -10.2% | +8.6% | -18.8% | -17.8% |
| 1Y | -58.6% | +14.1% | -72.7% | -64.6% |
| 3Y | +283.2% | +87.9% | +195.3% | +71.6% |
| 5Y | +113.8% | +76.3% | +37.5% | +14.8% |
| 10Y | +690.7% | +409.7% | +281.1% | +90.0% |
| All | +690.7% | +408.5% | +282.2% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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