+690.7%
MSTR vs VZ
+61.1%
+629.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | +9.3% | +0.2% | +9.1% | +9.3% |
| 30D | +36.5% | +7.1% | +29.4% | +35.4% |
| 3M | +7.3% | +12.8% | -5.5% | +5.7% |
| 6M | +2.2% | +1.8% | +0.4% | +2.0% |
| YTD | -10.2% | +30.0% | -40.1% | -13.9% |
| 1Y | -58.6% | +24.3% | -82.9% | -60.1% |
| 3Y | +283.2% | +84.3% | +198.9% | +218.9% |
| 5Y | +113.8% | +25.9% | +87.8% | +94.4% |
| 10Y | +690.7% | +61.1% | +629.7% | +598.0% |
| All | +690.7% | +61.1% | +629.7% | +598.0% |
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