+176.5%
MSTR vs SOXQ
+283.8%
-107.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -4.8% |
| 7D | +12.2% | +2.3% | +9.8% | +9.5% |
| 30D | +45.2% | -2.3% | +47.4% | +48.4% |
| 3M | +10.4% | -13.8% | +24.1% | +21.3% |
| 6M | -2.5% | +48.6% | -51.1% | -44.5% |
| YTD | -6.0% | +66.0% | -72.0% | -53.2% |
| 1Y | -56.4% | +107.9% | -164.3% | -83.5% |
| 3Y | +306.3% | +224.1% | +82.1% | -19.5% |
| 5Y | +100.5% | +256.6% | -156.1% | -62.3% |
| All | +176.5% | +283.8% | -107.3% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling