+287.2%
MSTR vs VYM
+64.8%
+222.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -1.7% |
| 7D | +7.7% | -1.0% | +8.7% | +10.3% |
| 30D | +36.3% | -2.0% | +38.4% | +42.7% |
| 3M | +13.4% | +3.1% | +10.3% | +6.0% |
| 6M | -4.5% | +8.9% | -13.4% | -21.0% |
| YTD | -12.7% | +14.7% | -27.4% | -34.6% |
| 1Y | -59.6% | +19.4% | -79.0% | -72.2% |
| All | +287.2% | +64.8% | +222.4% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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