-49.1%
MSTR vs QS
-75.8%
+26.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.8% | +1.3% | -2.2% |
| 7D | -11.5% | -5.6% | -5.9% | -9.2% |
| 30D | -24.8% | -5.8% | -19.0% | -22.5% |
| 3M | +20.6% | -39.2% | +59.8% | +56.9% |
| 6M | -38.0% | -53.9% | +16.0% | -8.9% |
| YTD | -24.7% | -62.8% | +38.1% | +22.0% |
| 1Y | -49.1% | -73.5% | +24.4% | +12.7% |
| All | -49.1% | -75.8% | +26.7% | +12.7% |
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