+645.5%
MSTR vs VWO
+115.6%
+529.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -1.1% |
| 7D | -11.2% | -1.7% | -9.5% | -9.2% |
| 30D | +33.8% | -0.3% | +34.1% | +34.8% |
| 3M | +11.5% | +4.0% | +7.5% | +7.0% |
| 6M | -7.2% | +8.1% | -15.3% | -14.8% |
| YTD | -15.4% | +11.6% | -27.0% | -25.1% |
| 1Y | -60.6% | +16.2% | -76.8% | -66.7% |
| 3Y | +260.8% | +63.3% | +197.6% | +112.2% |
| 5Y | +108.8% | +33.4% | +75.5% | +58.7% |
| All | +645.5% | +115.6% | +529.9% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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