+554.5%
MSTR vs VZ
+68.5%
+486.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -4.0% | +2.2% | -6.2% | -4.1% |
| 30D | -18.6% | +10.6% | -29.2% | -19.5% |
| 3M | +25.6% | -0.6% | +26.2% | +25.5% |
| 6M | -33.1% | +0.7% | -33.8% | -33.3% |
| YTD | -17.3% | +20.6% | -38.0% | -20.2% |
| 1Y | -48.1% | +22.7% | -70.8% | -50.1% |
| 3Y | +154.2% | +57.2% | +97.0% | +119.4% |
| 5Y | +46.2% | +21.4% | +24.8% | +32.9% |
| 10Y | +554.5% | +65.5% | +489.0% | +474.6% |
| All | +554.5% | +68.5% | +486.0% | +474.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling