+180.5%
MSTR vs VUG
+78.4%
+102.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -2.1% |
| 7D | -1.2% | -3.4% | +2.2% | +6.1% |
| 30D | -15.9% | -11.1% | -4.8% | +7.5% |
| 3M | +33.1% | -7.2% | +40.4% | +58.4% |
| 6M | -31.0% | -4.1% | -26.8% | -22.4% |
| YTD | -15.1% | +1.4% | -16.5% | -12.6% |
| 1Y | -45.6% | +1.9% | -47.6% | -44.7% |
| 3Y | +180.5% | +77.7% | +102.8% | +74.5% |
| All | +180.5% | +78.4% | +102.1% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling