+892.8%
MSTR vs QS
-44.4%
+937.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.6% |
| 7D | +12.2% | -2.3% | +14.5% | +13.0% |
| 30D | +45.2% | -0.7% | +45.9% | +45.4% |
| 3M | +10.4% | -39.6% | +50.0% | +26.3% |
| 6M | -2.5% | -21.7% | +19.2% | +3.1% |
| YTD | -6.0% | -47.4% | +41.4% | +11.1% |
| 1Y | -56.4% | -28.4% | -28.0% | -54.2% |
| 3Y | +306.3% | -22.6% | +328.9% | +265.0% |
| 5Y | +100.5% | -75.6% | +176.1% | +122.6% |
| All | +892.8% | -44.4% | +937.1% | +1,109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling