-62.2%
MSTR vs Q
+68.3%
-130.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.1% |
| 7D | -13.4% | +1.2% | -14.6% | -13.9% |
| 30D | -22.1% | -2.7% | -19.4% | -21.2% |
| 3M | +15.0% | -16.9% | +31.9% | +22.4% |
| 6M | -37.3% | -26.9% | -10.4% | -31.3% |
| YTD | -26.5% | +45.2% | -71.8% | -42.2% |
| 1Y | -46.5% | +38.1% | -84.6% | -57.8% |
| All | -62.2% | +68.3% | -130.6% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling