-42.3%
MSTR vs QS
-71.4%
+29.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.5% | -2.4% | +1.0% |
| 7D | -1.8% | +4.5% | -6.3% | -4.1% |
| 30D | -13.3% | -4.1% | -9.2% | -11.5% |
| 3M | +46.0% | -22.1% | +68.1% | +65.6% |
| 6M | -22.4% | -38.4% | +15.9% | -6.2% |
| YTD | -6.2% | -57.5% | +51.3% | +40.2% |
| 1Y | -42.3% | -71.3% | +29.0% | +14.0% |
| All | -42.3% | -71.4% | +29.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling