+816.8%
MSTR vs QXO
-1.4%
+818.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.4% |
| 7D | +9.3% | +2.9% | +6.4% | +9.3% |
| 30D | +36.5% | -18.0% | +54.5% | +37.1% |
| 3M | +7.3% | -14.7% | +22.1% | +7.6% |
| 6M | +2.2% | -39.2% | +41.5% | +3.2% |
| YTD | -10.2% | -31.3% | +21.2% | -9.5% |
| 1Y | -58.6% | -39.7% | -19.0% | -58.2% |
| 3Y | +283.2% | -41.5% | +324.7% | +270.6% |
| 5Y | +113.8% | -67.0% | +180.8% | +106.3% |
| 10Y | +690.7% | +44.7% | +646.0% | +673.8% |
| All | +816.8% | -1.4% | +818.2% | +890.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling