+481.0%
MSTR vs QSR
+137.6%
+343.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -13.4% | -2.9% | -10.5% | -12.1% |
| 30D | -22.1% | +4.1% | -26.2% | -23.8% |
| 3M | +15.0% | -0.7% | +15.6% | +15.4% |
| 6M | -37.3% | +0.4% | -37.7% | -37.7% |
| YTD | -26.5% | +13.5% | -40.1% | -32.3% |
| 1Y | -46.5% | +11.0% | -57.5% | -50.3% |
| 3Y | +121.1% | +22.0% | +99.1% | +89.7% |
| 5Y | +37.5% | +57.1% | -19.6% | +6.4% |
| All | +481.0% | +137.6% | +343.4% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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