+1,252.0%
MSTR vs VZ
+341.5%
+910.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +12.2% | +0.1% | +12.1% | +12.2% |
| 30D | +45.2% | +7.9% | +37.3% | +40.6% |
| 3M | +10.4% | +13.6% | -3.3% | +3.8% |
| 6M | -2.5% | +1.1% | -3.6% | -3.9% |
| YTD | -6.0% | +29.3% | -35.3% | -17.4% |
| 1Y | -56.4% | +21.2% | -77.7% | -60.8% |
| 3Y | +306.3% | +75.9% | +230.4% | +193.2% |
| 5Y | +100.5% | +24.1% | +76.4% | +69.7% |
| 10Y | +741.1% | +62.4% | +678.7% | +494.3% |
| All | +1,252.0% | +341.5% | +910.5% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling