-58.6%
MSTR vs Q
+80.0%
-138.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.1% |
| 7D | -14.2% | +6.6% | -20.7% | -16.3% |
| 30D | -19.9% | +2.7% | -22.6% | -20.8% |
| 3M | +27.3% | -8.4% | +35.7% | +30.5% |
| 6M | -37.6% | -17.3% | -20.2% | -35.4% |
| YTD | -19.5% | +55.3% | -74.8% | -38.3% |
| 1Y | -47.1% | +31.5% | -78.6% | -58.7% |
| All | -58.6% | +80.0% | -138.6% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling