+1,449.3%
MSTR vs QID
-100.0%
+1,549.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -1.9% |
| 7D | -1.2% | +9.4% | -10.6% | +5.5% |
| 30D | -15.9% | +31.2% | -47.2% | +1.8% |
| 3M | +33.1% | +17.4% | +15.7% | +52.8% |
| 6M | -31.0% | +8.4% | -39.4% | -22.0% |
| YTD | -15.1% | -15.8% | +0.6% | -14.5% |
| 1Y | -45.6% | -16.3% | -29.3% | -45.0% |
| 3Y | +180.5% | -70.4% | +250.9% | +95.3% |
| 5Y | +61.7% | -74.8% | +136.4% | +49.2% |
| 10Y | +578.0% | -99.0% | +677.0% | +90.0% |
| All | +1,449.3% | -100.0% | +1,549.2% | +33.3% |
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