+1,570.9%
QQQ vs MSTR
+1,065.7%
+505.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +0.4% | +12.2% | -11.8% | -1.5% |
| 30D | +0.2% | +45.2% | -44.9% | -5.6% |
| 3M | -2.8% | +10.4% | -13.2% | -5.4% |
| 6M | +18.0% | -2.5% | +20.5% | +16.1% |
| YTD | +17.3% | -6.0% | +23.3% | +14.6% |
| 1Y | +25.6% | -56.4% | +82.0% | +36.0% |
| 3Y | +93.7% | +306.3% | -212.5% | +33.2% |
| 5Y | +94.2% | +100.5% | -6.3% | +33.6% |
| 10Y | +557.9% | +741.1% | -183.2% | +226.7% |
| All | +1,570.9% | +1,065.7% | +505.2% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling