+180.5%
MSTR vs QS
-30.4%
+210.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.6% |
| 7D | -1.2% | +5.4% | -6.6% | -2.8% |
| 30D | -15.9% | -5.3% | -10.6% | -14.4% |
| 3M | +33.1% | -22.6% | +55.7% | +44.2% |
| 6M | -31.0% | -46.2% | +15.2% | -17.6% |
| YTD | -15.1% | -58.9% | +43.8% | +9.3% |
| 1Y | -45.6% | -73.1% | +27.4% | -21.3% |
| 3Y | +180.5% | -27.2% | +207.7% | +164.8% |
| All | +180.5% | -30.4% | +210.9% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling