+81.4%
QQQ vs MSTR
+140.2%
-58.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.3% |
| 7D | -1.5% | -10.7% | +9.2% | -0.4% |
| 30D | -10.2% | -21.6% | +11.4% | -8.1% |
| 3M | -6.3% | +24.4% | -30.7% | -8.9% |
| 6M | -4.9% | -35.5% | +30.5% | -2.2% |
| YTD | +10.2% | -20.3% | +30.5% | +10.0% |
| 1Y | +8.8% | -49.3% | +58.1% | +12.9% |
| 3Y | +81.4% | +137.8% | -56.4% | +79.5% |
| All | +81.4% | +140.2% | -58.9% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling