+822.6%
MSTR vs QS
-47.0%
+869.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.6% | +3.8% | -0.9% |
| 7D | +7.7% | -4.2% | +11.9% | +9.0% |
| 30D | +36.3% | -15.7% | +52.0% | +43.2% |
| 3M | +13.4% | -28.7% | +42.1% | +23.8% |
| 6M | -4.5% | -23.2% | +18.7% | +1.4% |
| YTD | -12.7% | -49.9% | +37.2% | +4.6% |
| 1Y | -59.6% | -38.8% | -20.8% | -55.2% |
| 3Y | +272.5% | -24.0% | +296.5% | +236.4% |
| 5Y | +107.1% | -75.6% | +182.7% | +132.0% |
| All | +822.6% | -47.0% | +869.6% | +1,038.6% |
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