+1,629.8%
MSTR vs VWO
+293.9%
+1,335.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.4% |
| 7D | -11.5% | +4.0% | -15.6% | -14.2% |
| 30D | -24.8% | -5.4% | -19.4% | -21.2% |
| 3M | +20.6% | -6.4% | +27.1% | +28.0% |
| 6M | -38.0% | -4.7% | -33.3% | -34.8% |
| YTD | -24.7% | +5.3% | -30.0% | -25.8% |
| 1Y | -49.1% | +4.3% | -53.4% | -49.4% |
| 3Y | +124.7% | +55.9% | +68.8% | +74.4% |
| 5Y | +40.9% | +25.7% | +15.2% | +34.7% |
| 10Y | +481.5% | +111.0% | +370.5% | +311.8% |
| All | +1,629.8% | +293.9% | +1,335.9% | +848.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling