+25,389.6%
MSTR vs LQD
+188.3%
+25,201.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -14.2% | -0.5% | -13.6% | -13.9% |
| 30D | -19.9% | +1.7% | -21.6% | -20.7% |
| 3M | +27.3% | -0.7% | +28.0% | +28.0% |
| 6M | -37.6% | -2.2% | -35.3% | -36.6% |
| YTD | -19.5% | -1.9% | -17.6% | -18.3% |
| 1Y | -47.1% | -2.0% | -45.1% | -46.3% |
| 3Y | +140.3% | +16.5% | +123.8% | +124.0% |
| 5Y | +49.5% | -4.2% | +53.7% | +47.0% |
| 10Y | +521.9% | +26.0% | +495.9% | +507.9% |
| All | +25,389.6% | +188.3% | +25,201.3% | +17,852.0% |
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 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