+495.5%
MSTR vs LQD
+25.7%
+469.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -5.3% |
| 7D | -11.5% | -1.5% | -10.0% | -9.6% |
| 30D | -24.8% | +0.9% | -25.7% | -25.6% |
| 3M | +20.6% | -1.7% | +22.3% | +23.7% |
| 6M | -38.0% | -2.8% | -35.2% | -35.3% |
| YTD | -24.7% | -2.8% | -22.0% | -21.3% |
| 1Y | -49.1% | -2.8% | -46.3% | -46.7% |
| 3Y | +124.7% | +15.5% | +109.2% | +90.4% |
| 5Y | +40.9% | -4.9% | +45.9% | +40.2% |
| All | +495.5% | +25.7% | +469.9% | +502.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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