+314.1%
VOO vs MSTR
+652.3%
-338.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -2.0% | -11.2% | +9.2% | -0.9% |
| 30D | -1.7% | +33.8% | -35.5% | -4.9% |
| 3M | +4.7% | +11.5% | -6.7% | +2.7% |
| 6M | +12.6% | -7.2% | +19.7% | +11.8% |
| YTD | +11.8% | -15.4% | +27.2% | +11.1% |
| 1Y | +17.5% | -60.6% | +78.2% | +25.3% |
| 3Y | +77.0% | +260.8% | -183.9% | +36.1% |
| 5Y | +82.6% | +108.8% | -26.3% | +36.3% |
| All | +314.1% | +652.3% | -338.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling