+1,120.6%
MSTR vs VZ
+308.5%
+812.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.2% | +2.1% | -3.4% | -2.0% |
| 30D | -15.9% | +1.4% | -17.3% | -17.0% |
| 3M | +33.1% | -1.3% | +34.4% | +32.6% |
| 6M | -31.0% | -0.5% | -30.5% | -32.0% |
| YTD | -15.1% | +19.6% | -34.8% | -23.7% |
| 1Y | -45.6% | +22.4% | -68.0% | -51.7% |
| 3Y | +180.5% | +55.9% | +124.6% | +111.7% |
| 5Y | +61.7% | +20.4% | +41.3% | +36.9% |
| 10Y | +578.0% | +66.9% | +511.1% | +365.5% |
| All | +1,120.6% | +308.5% | +812.1% | +385.9% |
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