+554.5%
MSTR vs VUG
+405.9%
+148.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -7.0% |
| 7D | -4.0% | +0.5% | -4.5% | -4.7% |
| 30D | -18.6% | -8.2% | -10.5% | -6.4% |
| 3M | +25.6% | -5.4% | +31.0% | +39.5% |
| 6M | -33.1% | -2.5% | -30.5% | -28.3% |
| YTD | -17.3% | +4.2% | -21.5% | -18.4% |
| 1Y | -48.1% | +5.0% | -53.1% | -49.4% |
| 3Y | +154.2% | +81.7% | +72.5% | +20.8% |
| 5Y | +46.2% | +62.5% | -16.3% | -12.7% |
| 10Y | +554.5% | +396.3% | +158.2% | +52.6% |
| All | +554.5% | +405.9% | +148.6% | +52.6% |
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