+753.0%
MSTR vs QSR
+218.5%
+534.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +12.2% | +2.4% | +9.7% | +11.0% |
| 30D | +45.2% | +7.6% | +37.5% | +40.4% |
| 3M | +10.4% | +12.6% | -2.2% | +3.9% |
| 6M | -2.5% | +14.4% | -16.9% | -9.2% |
| YTD | -6.0% | +19.6% | -25.6% | -15.0% |
| 1Y | -56.4% | +33.9% | -90.3% | -63.0% |
| 3Y | +306.3% | +27.1% | +279.2% | +247.6% |
| 5Y | +100.5% | +48.5% | +51.9% | +61.2% |
| 10Y | +741.1% | +126.2% | +614.9% | +452.2% |
| All | +753.0% | +218.5% | +534.5% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling