+554.5%
MSTR vs QID
-99.0%
+653.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.8% | +4.3% | -7.6% |
| 7D | -4.0% | -0.8% | -3.2% | -3.5% |
| 30D | -18.6% | +20.1% | -38.7% | -4.6% |
| 3M | +25.6% | +11.8% | +13.8% | +42.2% |
| 6M | -33.1% | +5.5% | -38.6% | -24.6% |
| YTD | -17.3% | -21.5% | +4.2% | -21.5% |
| 1Y | -48.1% | -22.6% | -25.5% | -50.7% |
| 3Y | +154.2% | -72.3% | +226.5% | +55.4% |
| 5Y | +46.2% | -76.9% | +123.1% | +12.4% |
| 10Y | +554.5% | -99.0% | +653.5% | +123.9% |
| All | +554.5% | -99.0% | +653.6% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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