-42.3%
MSTR vs Q
+19.7%
-62.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -1.8% | -3.3% | +1.5% | -0.4% |
| 30D | -13.3% | -9.7% | -3.6% | -9.8% |
| 3M | +46.0% | -16.1% | +62.1% | +54.9% |
| 6M | -22.4% | -15.7% | -6.8% | -21.1% |
| YTD | -6.2% | +45.7% | -51.9% | -27.1% |
| 1Y | -42.3% | +18.0% | -60.3% | -52.1% |
| All | -42.3% | +19.7% | -62.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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