+120.4%
MSTR vs QID
-80.8%
+201.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.8% |
| 7D | +12.2% | -0.6% | +12.8% | +12.0% |
| 30D | +45.2% | 0.0% | +45.2% | +46.8% |
| 3M | +10.4% | +3.7% | +6.7% | +20.6% |
| 6M | -2.5% | -29.9% | +27.4% | -27.2% |
| YTD | -6.0% | -28.8% | +22.8% | -26.8% |
| 1Y | -56.4% | -37.2% | -19.2% | -69.2% |
| 3Y | +306.3% | -73.7% | +380.0% | +57.0% |
| All | +120.4% | -80.8% | +201.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling