-45.6%
MSTR vs QLD
+1.8%
-47.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -2.7% |
| 7D | -1.2% | -10.3% | +9.1% | +8.8% |
| 30D | -15.9% | -26.1% | +10.1% | +11.5% |
| 3M | +33.1% | -17.8% | +50.9% | +61.0% |
| 6M | -31.0% | -15.6% | -15.4% | -21.5% |
| YTD | -15.1% | +5.4% | -20.5% | -25.4% |
| 1Y | -45.6% | +5.2% | -50.9% | -52.3% |
| All | -45.6% | +1.8% | -47.4% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling