+554.5%
MSTR vs QLD
+1,470.2%
-915.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -7.5% |
| 7D | -4.0% | -1.4% | -2.5% | -3.5% |
| 30D | -18.6% | -19.6% | +1.0% | -4.9% |
| 3M | +25.6% | -14.1% | +39.7% | +40.9% |
| 6M | -33.1% | -13.6% | -19.4% | -26.0% |
| YTD | -17.3% | +12.5% | -29.9% | -23.8% |
| 1Y | -48.1% | +13.1% | -61.2% | -52.4% |
| 3Y | +154.2% | +154.7% | -0.5% | +37.8% |
| 5Y | +46.2% | +81.1% | -34.9% | -3.3% |
| 10Y | +554.5% | +1,418.0% | -863.5% | +95.9% |
| All | +554.5% | +1,470.2% | -915.7% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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