+180.5%
MSTR vs VXUS
+63.2%
+117.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.6% |
| 7D | -1.2% | -1.8% | +0.5% | +3.0% |
| 30D | -15.9% | -4.6% | -11.4% | -6.2% |
| 3M | +33.1% | -6.1% | +39.2% | +55.0% |
| 6M | -31.0% | -4.9% | -26.1% | -21.6% |
| YTD | -15.1% | +8.1% | -23.2% | -26.7% |
| 1Y | -45.6% | +12.1% | -57.7% | -57.0% |
| 3Y | +180.5% | +63.9% | +116.6% | +29.0% |
| All | +180.5% | +63.2% | +117.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 3y: compounded portfolio wealth divided by compounded VXUS 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…
3y analysis · Full analysis span regression · 6 months rolling