-51.7%
MSTR vs Q
+71.3%
-123.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.0% |
| 7D | +12.2% | +0.2% | +11.9% | +12.1% |
| 30D | +45.2% | -11.1% | +56.3% | +50.8% |
| 3M | +10.4% | -22.1% | +32.5% | +17.9% |
| 6M | -2.5% | +0.5% | -3.0% | -9.3% |
| YTD | -6.0% | +47.8% | -53.8% | -26.5% |
| All | -51.7% | +71.3% | -123.0% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling