+1,409.1%
MSTR vs QID
-100.0%
+1,509.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.8% | +4.3% | -6.8% |
| 7D | -4.0% | -0.8% | -3.2% | -3.5% |
| 30D | -18.6% | +20.1% | -38.7% | -6.8% |
| 3M | +25.6% | +11.8% | +13.8% | +39.7% |
| 6M | -33.1% | +5.5% | -38.6% | -25.7% |
| YTD | -17.3% | -21.5% | +4.2% | -20.3% |
| 1Y | -48.1% | -22.6% | -25.5% | -50.0% |
| 3Y | +154.2% | -72.3% | +226.5% | +69.7% |
| 5Y | +46.2% | -76.9% | +123.1% | +28.1% |
| 10Y | +554.5% | -99.0% | +653.5% | +81.6% |
| All | +1,409.1% | -100.0% | +1,509.1% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling