+963.6%
MSTR vs VYM
+487.3%
+476.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | +7.7% | -1.0% | +8.7% | +9.0% |
| 30D | +36.3% | -2.0% | +38.4% | +39.5% |
| 3M | +13.4% | +3.1% | +10.3% | +9.7% |
| 6M | -4.5% | +8.9% | -13.4% | -12.8% |
| YTD | -12.7% | +14.7% | -27.4% | -24.3% |
| 1Y | -59.6% | +19.4% | -79.0% | -66.4% |
| 3Y | +272.5% | +65.4% | +207.1% | +126.7% |
| 5Y | +107.1% | +77.6% | +29.6% | +27.9% |
| 10Y | +677.4% | +207.8% | +469.6% | +179.9% |
| All | +963.6% | +487.3% | +476.4% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling