+180.5%
MSTR vs QID
-70.5%
+251.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -2.7% |
| 7D | -1.2% | +9.4% | -10.6% | +8.9% |
| 30D | -15.9% | +31.2% | -47.2% | +12.2% |
| 3M | +33.1% | +17.4% | +15.7% | +63.3% |
| 6M | -31.0% | +8.4% | -39.4% | -18.3% |
| YTD | -15.1% | -15.8% | +0.6% | -17.2% |
| 1Y | -45.6% | -16.3% | -29.3% | -46.7% |
| 3Y | +180.5% | -70.4% | +250.9% | +102.3% |
| All | +180.5% | -70.5% | +251.0% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling