+750.6%
MSTR vs QS
-57.3%
+807.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +2.6% |
| 7D | -14.2% | -5.0% | -9.2% | -13.0% |
| 30D | -19.9% | -1.4% | -18.5% | -19.6% |
| 3M | +27.3% | -33.6% | +60.9% | +42.9% |
| 6M | -37.6% | -47.6% | +10.0% | -26.1% |
| YTD | -19.5% | -59.6% | +40.1% | +2.4% |
| 1Y | -47.1% | -73.5% | +26.4% | -24.4% |
| 3Y | +140.3% | -23.0% | +163.3% | +117.6% |
| 5Y | +49.5% | -89.4% | +138.9% | +89.4% |
| All | +750.6% | -57.3% | +807.9% | +1,014.3% |
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