+25.6%
QQQ vs MSTR
-56.7%
+82.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +0.4% | +12.2% | -11.8% | -1.1% |
| 30D | +0.2% | +45.2% | -44.9% | -4.5% |
| 3M | -2.8% | +10.4% | -13.2% | -4.6% |
| 6M | +18.0% | -2.5% | +20.5% | +16.7% |
| YTD | +17.3% | -6.0% | +23.3% | +15.5% |
| 1Y | +25.6% | -56.4% | +82.0% | +37.6% |
| All | +25.6% | -56.7% | +82.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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