+121.1%
MSTR vs VZ
+58.2%
+62.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.6% |
| 7D | -13.4% | +1.5% | -14.9% | -12.9% |
| 30D | -22.1% | +4.4% | -26.4% | -20.6% |
| 3M | +15.0% | -2.4% | +17.3% | +14.8% |
| 6M | -37.3% | +1.4% | -38.7% | -36.2% |
| YTD | -26.5% | +21.4% | -47.9% | -19.9% |
| 1Y | -46.5% | +20.3% | -66.8% | -41.8% |
| 3Y | +121.1% | +57.4% | +63.7% | +162.2% |
| All | +121.1% | +58.2% | +62.9% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling