+283.2%
MSTR vs QSR
+28.6%
+254.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -3.6% |
| 7D | +9.3% | +0.1% | +9.3% | +9.4% |
| 30D | +36.5% | +5.9% | +30.6% | +34.3% |
| 3M | +7.3% | +10.5% | -3.1% | +3.9% |
| 6M | +2.2% | +7.7% | -5.5% | -0.3% |
| YTD | -10.2% | +16.8% | -26.9% | -15.1% |
| 1Y | -58.6% | +30.9% | -89.5% | -63.3% |
| 3Y | +283.2% | +28.2% | +255.0% | +212.3% |
| All | +283.2% | +28.6% | +254.5% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling