+1,417.5%
MSTR vs QLD
+9,036.4%
-7,618.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +12.2% | +0.6% | +11.6% | +12.1% |
| 30D | +45.2% | -0.1% | +45.3% | +45.9% |
| 3M | +10.4% | -8.4% | +18.7% | +16.2% |
| 6M | -2.5% | +32.2% | -34.7% | -17.8% |
| YTD | -6.0% | +28.9% | -34.9% | -18.9% |
| 1Y | -56.4% | +43.8% | -100.2% | -64.7% |
| 3Y | +306.3% | +176.6% | +129.7% | +131.0% |
| 5Y | +100.5% | +121.6% | -21.1% | +37.8% |
| 10Y | +741.1% | +1,652.9% | -911.8% | +90.2% |
| All | +1,417.5% | +9,036.4% | -7,618.9% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling