+552.9%
QQQ vs MSTR
+652.3%
-99.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.1% | -0.7% |
| 7D | -1.3% | -11.2% | +10.0% | +0.3% |
| 30D | -1.4% | +33.8% | -35.1% | -5.6% |
| 3M | +2.3% | +11.5% | -9.2% | -0.3% |
| 6M | +16.9% | -7.2% | +24.0% | +16.0% |
| YTD | +15.6% | -15.4% | +31.0% | +14.8% |
| 1Y | +22.6% | -60.6% | +83.2% | +33.8% |
| 3Y | +93.5% | +260.8% | -167.3% | +37.1% |
| 5Y | +93.9% | +108.8% | -14.9% | +32.7% |
| All | +552.9% | +652.3% | -99.5% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling