+107.1%
MSTR vs VWO
+35.7%
+71.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.5% |
| 7D | +7.7% | +0.2% | +7.6% | +7.5% |
| 30D | +36.3% | +0.9% | +35.4% | +34.4% |
| 3M | +13.4% | +4.3% | +9.1% | +4.4% |
| 6M | -4.5% | +10.5% | -15.0% | -23.1% |
| YTD | -12.7% | +13.4% | -26.0% | -33.4% |
| 1Y | -59.6% | +18.6% | -78.2% | -72.1% |
| 3Y | +272.5% | +65.8% | +206.7% | +20.0% |
| 5Y | +107.1% | +35.2% | +71.9% | +24.9% |
| All | +107.1% | +35.7% | +71.4% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling