+2,059.1%
MSTR vs VWO
+328.1%
+1,731.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.9% |
| 7D | +12.2% | +1.1% | +11.1% | +11.3% |
| 30D | +45.2% | +2.4% | +42.8% | +43.0% |
| 3M | +10.4% | +2.0% | +8.4% | +9.6% |
| 6M | -2.5% | +10.7% | -13.2% | -8.4% |
| YTD | -6.0% | +14.4% | -20.4% | -13.6% |
| 1Y | -56.4% | +22.7% | -79.1% | -61.8% |
| 3Y | +306.3% | +64.2% | +242.1% | +200.8% |
| 5Y | +100.5% | +35.8% | +64.7% | +79.6% |
| 10Y | +741.1% | +114.7% | +626.4% | +474.4% |
| All | +2,059.1% | +328.1% | +1,731.0% | +1,004.0% |
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