+29,650.0%
MSTR vs LQD
+190.1%
+29,459.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -0.4% | +12.6% | +12.5% |
| 30D | +45.2% | -0.8% | +45.9% | +45.9% |
| 3M | +10.4% | -1.9% | +12.3% | +11.8% |
| 6M | -2.5% | -2.7% | +0.2% | -0.6% |
| YTD | -6.0% | -1.3% | -4.8% | -5.0% |
| 1Y | -56.4% | 0.0% | -56.4% | -56.2% |
| 3Y | +306.3% | +14.9% | +291.4% | +280.9% |
| 5Y | +100.5% | -4.6% | +105.0% | +96.7% |
| 10Y | +741.1% | +22.0% | +719.1% | +718.7% |
| All | +29,650.0% | +190.1% | +29,459.9% | +20,766.6% |
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