+283.2%
MSTR vs LQD
+15.0%
+268.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +9.3% | +0.2% | +9.1% | +8.9% |
| 30D | +36.5% | -0.6% | +37.1% | +38.0% |
| 3M | +7.3% | -1.2% | +8.5% | +9.7% |
| 6M | +2.2% | -1.9% | +4.2% | +6.1% |
| YTD | -10.2% | -1.3% | -8.9% | -7.6% |
| 1Y | -58.6% | -1.0% | -57.6% | -57.6% |
| 3Y | +283.2% | +15.2% | +267.9% | +245.9% |
| All | +283.2% | +15.0% | +268.1% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling