+148.9%
MSTR vs SOXQ
+279.9%
-131.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -0.4% |
| 7D | -11.2% | +2.3% | -13.5% | -13.5% |
| 30D | +33.8% | -3.9% | +37.7% | +39.1% |
| 3M | +11.5% | -4.7% | +16.2% | +9.9% |
| 6M | -7.2% | +47.9% | -55.0% | -47.0% |
| YTD | -15.4% | +64.3% | -79.7% | -57.4% |
| 1Y | -60.6% | +95.7% | -156.3% | -84.0% |
| 3Y | +260.8% | +231.5% | +29.3% | -31.0% |
| 5Y | +108.8% | +255.0% | -146.1% | -60.6% |
| All | +148.9% | +279.9% | -131.0% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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