+688.6%
MSTR vs QQQM
+152.0%
+536.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | 0.0% |
| 7D | -8.3% | -0.6% | -7.7% | -7.1% |
| 30D | +38.1% | -1.2% | +39.3% | +42.6% |
| 3M | +9.0% | -0.1% | +9.1% | +9.1% |
| 6M | -5.3% | +18.0% | -23.3% | -32.8% |
| YTD | -13.8% | +16.7% | -30.5% | -36.4% |
| 1Y | -59.8% | +23.0% | -82.9% | -73.3% |
| 3Y | +282.2% | +93.3% | +188.9% | +4.1% |
| 5Y | +112.8% | +96.3% | +16.5% | -34.5% |
| All | +688.6% | +152.0% | +536.6% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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