+695.4%
MSTR vs QS
-60.6%
+756.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.8% | +1.3% | -4.2% |
| 7D | -11.5% | -5.6% | -5.9% | -10.2% |
| 30D | -24.8% | -5.8% | -19.0% | -23.5% |
| 3M | +20.6% | -39.2% | +59.8% | +39.0% |
| 6M | -38.0% | -53.9% | +16.0% | -23.7% |
| YTD | -24.7% | -62.8% | +38.1% | -1.9% |
| 1Y | -49.1% | -73.5% | +24.4% | -27.0% |
| 3Y | +124.7% | -29.1% | +153.8% | +108.5% |
| 5Y | +40.9% | -90.0% | +130.9% | +82.5% |
| All | +695.4% | -60.6% | +756.0% | +967.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling