-49.3%
MSTR vs LQD
-2.1%
-47.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -1.3% |
| 7D | -10.7% | +0.2% | -10.9% | -11.1% |
| 30D | -21.6% | +1.4% | -23.0% | -25.3% |
| 3M | +24.4% | -1.1% | +25.5% | +29.6% |
| 6M | -35.5% | -2.9% | -32.5% | -28.3% |
| YTD | -20.3% | -2.3% | -18.0% | -12.5% |
| 1Y | -49.3% | -2.1% | -47.2% | -44.9% |
| All | -49.3% | -2.1% | -47.2% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling