+121.1%
MSTR vs QQQM
+83.8%
+37.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -0.2% |
| 7D | -13.4% | +3.6% | -17.0% | -19.4% |
| 30D | -22.1% | -6.7% | -15.4% | -10.9% |
| 3M | +15.0% | -7.0% | +22.0% | +33.9% |
| 6M | -37.3% | -4.6% | -32.7% | -30.9% |
| YTD | -26.5% | +11.1% | -37.6% | -38.8% |
| 1Y | -46.5% | +12.3% | -58.8% | -56.4% |
| 3Y | +121.1% | +83.6% | +37.4% | +19.1% |
| All | +121.1% | +83.8% | +37.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling