-56.4%
MSTR vs Q
+66.4%
-122.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -2.8% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | -15.9% | -9.8% | -6.1% | -12.5% |
| 3M | +33.1% | -12.2% | +45.3% | +39.0% |
| 6M | -31.0% | -21.6% | -9.4% | -27.2% |
| YTD | -15.1% | +43.6% | -58.7% | -32.9% |
| 1Y | -45.6% | +25.7% | -71.3% | -56.4% |
| All | -56.4% | +66.4% | -122.8% | -64.9% |
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