+572.4%
MSTR vs QLD
+1,338.5%
-766.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.7% | +3.4% | 0.0% |
| 7D | -8.7% | -18.6% | +9.9% | +6.0% |
| 30D | -21.4% | -28.3% | +6.9% | +0.3% |
| 3M | +31.4% | -20.4% | +51.8% | +56.7% |
| 6M | -30.8% | -14.3% | -16.5% | -22.8% |
| YTD | -14.9% | +2.8% | -17.7% | -15.7% |
| 1Y | -49.3% | -1.2% | -48.1% | -48.4% |
| 3Y | +184.8% | +135.3% | +49.5% | +64.5% |
| 5Y | +62.1% | +62.6% | -0.4% | +15.9% |
| All | +572.4% | +1,338.5% | -766.1% | +116.0% |
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