+677.4%
MSTR vs LQD
+23.0%
+654.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | +7.7% | 0.0% | +7.8% | +7.8% |
| 30D | +36.3% | -0.2% | +36.5% | +36.9% |
| 3M | +13.4% | -1.7% | +15.1% | +16.3% |
| 6M | -4.5% | -2.7% | -1.8% | -0.5% |
| YTD | -12.7% | -1.4% | -11.2% | -10.4% |
| 1Y | -59.6% | -1.0% | -58.6% | -58.8% |
| 3Y | +272.5% | +15.1% | +257.4% | +216.8% |
| 5Y | +107.1% | -5.2% | +112.3% | +103.9% |
| 10Y | +677.4% | +23.3% | +654.1% | +671.0% |
| All | +677.4% | +23.0% | +654.4% | +671.0% |
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