+94.4%
QQQ vs MSTR
+110.6%
-16.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.5% |
| 7D | +1.5% | +9.3% | -7.8% | +0.1% |
| 30D | -0.6% | +36.5% | -37.2% | -5.3% |
| 3M | +0.4% | +7.3% | -6.9% | -1.7% |
| 6M | +20.1% | +2.2% | +17.8% | +17.6% |
| YTD | +17.2% | -10.2% | +27.4% | +15.4% |
| 1Y | +24.7% | -58.6% | +83.3% | +35.6% |
| 3Y | +96.2% | +283.2% | -187.0% | +31.9% |
| 5Y | +94.4% | +113.8% | -19.4% | +27.0% |
| All | +94.4% | +110.6% | -16.3% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling