-58.6%
MSTR vs QS
-44.4%
-14.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -5.2% |
| 7D | +9.3% | +2.2% | +7.1% | +8.3% |
| 30D | +36.5% | -8.1% | +44.6% | +41.2% |
| 3M | +7.3% | -27.0% | +34.4% | +20.2% |
| 6M | +2.2% | -16.4% | +18.7% | +6.3% |
| YTD | -10.2% | -46.4% | +36.2% | +9.2% |
| 1Y | -58.6% | -41.1% | -17.5% | -47.9% |
| All | -58.6% | -44.4% | -14.2% | -47.9% |
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