+495.5%
MSTR vs VZ
+71.4%
+424.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -11.5% | +0.9% | -12.4% | -11.6% |
| 30D | -24.8% | +6.9% | -31.8% | -25.3% |
| 3M | +20.6% | +0.6% | +20.0% | +20.5% |
| 6M | -38.0% | +0.3% | -38.3% | -38.1% |
| YTD | -24.7% | +21.9% | -46.6% | -27.4% |
| 1Y | -49.1% | +21.7% | -70.7% | -50.9% |
| 3Y | +124.7% | +58.5% | +66.2% | +93.9% |
| 5Y | +40.9% | +22.4% | +18.5% | +28.0% |
| All | +495.5% | +71.4% | +424.2% | +419.6% |
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