+1,966.2%
MSTR vs VUG
+1,157.1%
+809.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.5% |
| 7D | -1.2% | -3.4% | +2.2% | +3.8% |
| 30D | -15.9% | -11.1% | -4.8% | -0.6% |
| 3M | +33.1% | -7.2% | +40.4% | +50.2% |
| 6M | -31.0% | -4.1% | -26.8% | -24.8% |
| YTD | -15.1% | +1.4% | -16.5% | -12.3% |
| 1Y | -45.6% | +1.9% | -47.6% | -44.3% |
| 3Y | +180.5% | +77.7% | +102.8% | +53.2% |
| 5Y | +61.7% | +57.6% | +4.1% | +19.0% |
| 10Y | +578.0% | +398.6% | +179.4% | +43.6% |
| All | +1,966.2% | +1,157.1% | +809.1% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling