+2,188.5%
MSTR vs VUG
+1,251.8%
+936.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | +12.2% | -0.1% | +12.3% | +12.7% |
| 30D | +45.2% | -0.3% | +45.5% | +46.6% |
| 3M | +10.4% | -0.7% | +11.1% | +13.0% |
| 6M | -2.5% | +14.6% | -17.1% | -16.8% |
| YTD | -6.0% | +9.0% | -15.0% | -13.2% |
| 1Y | -56.4% | +14.9% | -71.3% | -62.2% |
| 3Y | +306.3% | +86.0% | +220.2% | +105.6% |
| 5Y | +100.5% | +76.7% | +23.8% | +26.6% |
| 10Y | +741.1% | +411.3% | +329.8% | +67.8% |
| All | +2,188.5% | +1,251.8% | +936.7% | +41.0% |
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 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