+24.0%
QQQ vs MSTR
-59.8%
+83.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | +1.0% | +7.7% | -6.7% | 0.0% |
| 30D | -0.6% | +36.3% | -37.0% | -4.7% |
| 3M | +1.3% | +13.4% | -12.1% | -0.9% |
| 6M | +18.1% | -4.5% | +22.6% | +17.2% |
| YTD | +16.9% | -12.7% | +29.5% | +16.0% |
| 1Y | +24.0% | -59.6% | +83.6% | +37.2% |
| All | +24.0% | -59.8% | +83.8% | +37.2% |
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