+308.9%
MSTR vs QLD
+178.0%
+130.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | +12.2% | +0.6% | +11.6% | +12.0% |
| 30D | +45.2% | -0.1% | +45.3% | +46.1% |
| 3M | +10.4% | -8.4% | +18.7% | +18.3% |
| 6M | -2.5% | +32.2% | -34.7% | -26.5% |
| YTD | -6.0% | +28.9% | -34.9% | -26.9% |
| 1Y | -56.4% | +43.8% | -100.2% | -69.3% |
| All | +308.9% | +178.0% | +130.9% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling