+108.8%
MSTR vs VYM
+75.8%
+33.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -1.8% |
| 7D | -11.2% | -1.9% | -9.4% | -7.0% |
| 30D | +33.8% | -2.6% | +36.4% | +42.6% |
| 3M | +11.5% | +3.6% | +7.9% | +2.3% |
| 6M | -7.2% | +8.7% | -15.8% | -24.1% |
| YTD | -15.4% | +14.1% | -29.5% | -37.7% |
| 1Y | -60.6% | +17.8% | -78.4% | -73.2% |
| 3Y | +260.8% | +64.5% | +196.3% | +10.0% |
| 5Y | +108.8% | +77.5% | +31.3% | -35.7% |
| All | +108.8% | +75.8% | +33.1% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling