+759.8%
MSTR vs QQQM
+153.4%
+606.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.8% |
| 7D | +12.2% | +0.4% | +11.8% | +11.8% |
| 30D | +45.2% | +0.2% | +44.9% | +45.5% |
| 3M | +10.4% | -2.8% | +13.2% | +17.0% |
| 6M | -2.5% | +18.1% | -20.6% | -30.9% |
| YTD | -6.0% | +17.4% | -23.4% | -31.6% |
| 1Y | -56.4% | +25.7% | -82.1% | -72.3% |
| 3Y | +306.3% | +94.1% | +212.2% | +9.5% |
| 5Y | +100.5% | +94.9% | +5.6% | -37.7% |
| All | +759.8% | +153.4% | +606.4% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling