+1,254.2%
MSTR vs VXUS
+179.6%
+1,074.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -2.1% |
| 7D | +12.2% | +1.0% | +11.2% | +10.8% |
| 30D | +45.2% | +2.2% | +43.0% | +41.7% |
| 3M | +10.4% | +3.0% | +7.4% | +7.2% |
| 6M | -2.5% | +10.7% | -13.1% | -13.6% |
| YTD | -6.0% | +17.8% | -23.9% | -22.9% |
| 1Y | -56.4% | +27.6% | -84.0% | -67.7% |
| 3Y | +306.3% | +73.3% | +233.0% | +114.3% |
| 5Y | +100.5% | +54.3% | +46.2% | +32.1% |
| 10Y | +741.1% | +149.8% | +591.3% | +250.4% |
| All | +1,254.2% | +179.6% | +1,074.6% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling