+794.7%
MSTR vs VYM
+498.6%
+296.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -13.4% | +3.7% | -17.1% | -17.0% |
| 30D | -22.1% | +3.7% | -25.8% | -25.1% |
| 3M | +15.0% | -0.7% | +15.7% | +16.1% |
| 6M | -37.3% | +7.2% | -44.5% | -41.9% |
| YTD | -26.5% | +16.9% | -43.5% | -37.6% |
| 1Y | -46.5% | +19.6% | -66.1% | -55.7% |
| 3Y | +121.1% | +74.6% | +46.5% | +27.0% |
| 5Y | +37.5% | +72.3% | -34.8% | -13.2% |
| 10Y | +467.3% | +206.5% | +260.8% | +104.9% |
| All | +794.7% | +498.6% | +296.1% | +81.8% |
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