-42.3%
MSTR vs QXO
-25.8%
-16.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +2.3% |
| 7D | -1.8% | +16.6% | -18.4% | -7.0% |
| 30D | -13.3% | +6.6% | -19.9% | -15.4% |
| 3M | +46.0% | -17.5% | +63.4% | +54.0% |
| 6M | -22.4% | -33.8% | +11.3% | -13.1% |
| YTD | -6.2% | -34.4% | +28.2% | +2.4% |
| 1Y | -42.3% | -25.0% | -17.3% | -41.4% |
| All | -42.3% | -25.8% | -16.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 1y: compounded portfolio wealth divided by compounded QXO 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…
1y analysis · Full analysis span regression · 6 months rolling