+310.0%
VOO vs MSTR
+568.7%
-258.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.6% |
| 7D | +0.1% | -4.0% | +4.0% | +0.5% |
| 30D | -3.3% | -18.6% | +15.3% | -1.5% |
| 3M | -2.4% | +25.6% | -28.0% | -5.4% |
| 6M | +2.6% | -33.1% | +35.7% | +5.1% |
| YTD | +11.3% | -17.3% | +28.6% | +10.4% |
| 1Y | +13.4% | -48.1% | +61.5% | +17.5% |
| 3Y | +80.3% | +154.2% | -73.9% | +44.1% |
| 5Y | +72.7% | +46.2% | +26.5% | +33.4% |
| 10Y | +310.0% | +554.5% | -244.5% | +86.9% |
| All | +310.0% | +568.7% | -258.7% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling