+25,122.9%
MSTR vs LQD
+187.0%
+24,935.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | -10.7% | +0.2% | -10.9% | -10.8% |
| 30D | -21.6% | +1.4% | -23.0% | -22.2% |
| 3M | +24.4% | -1.1% | +25.5% | +25.3% |
| 6M | -35.5% | -2.9% | -32.5% | -34.2% |
| YTD | -20.3% | -2.3% | -18.0% | -18.9% |
| 1Y | -49.3% | -2.1% | -47.2% | -48.5% |
| 3Y | +137.8% | +15.9% | +121.8% | +122.2% |
| 5Y | +48.3% | -4.9% | +53.2% | +46.3% |
| 10Y | +526.8% | +24.8% | +501.9% | +514.4% |
| All | +25,122.9% | +187.0% | +24,935.9% | +17,711.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling