+570.4%
MSTR vs QLD
+1,375.1%
-804.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -2.1% |
| 7D | -1.2% | -10.3% | +9.1% | +6.7% |
| 30D | -15.9% | -26.1% | +10.1% | +4.9% |
| 3M | +33.1% | -17.8% | +50.9% | +54.9% |
| 6M | -31.0% | -15.6% | -15.4% | -22.1% |
| YTD | -15.1% | +5.4% | -20.5% | -17.5% |
| 1Y | -45.6% | +5.2% | -50.9% | -47.2% |
| 3Y | +180.5% | +139.4% | +41.1% | +59.7% |
| 5Y | +61.7% | +66.7% | -5.0% | +13.4% |
| All | +570.4% | +1,375.1% | -804.7% | +111.3% |
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