+817.0%
MSTR vs VYM
+499.3%
+317.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.6% |
| 7D | -11.5% | +3.3% | -14.8% | -14.9% |
| 30D | -24.8% | +3.8% | -28.6% | -27.8% |
| 3M | +20.6% | -0.4% | +21.0% | +21.4% |
| 6M | -38.0% | +7.1% | -45.1% | -42.5% |
| YTD | -24.7% | +17.1% | -41.8% | -36.1% |
| 1Y | -49.1% | +18.4% | -67.5% | -57.3% |
| 3Y | +124.7% | +74.5% | +50.1% | +29.0% |
| 5Y | +40.9% | +72.5% | -31.6% | -11.1% |
| 10Y | +481.5% | +206.9% | +274.6% | +109.8% |
| All | +817.0% | +499.3% | +317.7% | +86.1% |
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