-61.3%
MSTR vs Q
+74.5%
-135.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.4% | -5.3% |
| 7D | -11.5% | +11.5% | -23.0% | -15.4% |
| 30D | -24.8% | -0.2% | -24.6% | -24.8% |
| 3M | +20.6% | -13.6% | +34.2% | +26.5% |
| 6M | -38.0% | -27.0% | -10.9% | -31.7% |
| YTD | -24.7% | +50.5% | -75.2% | -41.6% |
| 1Y | -49.1% | +33.8% | -82.8% | -60.0% |
| All | -61.3% | +74.5% | -135.8% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling