+1,501.1%
QQQ vs MSTR
+834.0%
+667.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.6% |
| 7D | +6.4% | -11.5% | +17.9% | +8.2% |
| 30D | -7.5% | -24.8% | +17.4% | -3.8% |
| 3M | -4.8% | +20.6% | -25.5% | -8.5% |
| 6M | -2.5% | -38.0% | +35.5% | +2.2% |
| YTD | +12.4% | -24.7% | +37.1% | +12.6% |
| 1Y | +11.3% | -49.1% | +60.4% | +17.6% |
| 3Y | +85.0% | +124.7% | -39.7% | +38.5% |
| 5Y | +79.6% | +40.9% | +38.7% | +29.8% |
| 10Y | +535.9% | +481.5% | +54.4% | +231.8% |
| All | +1,501.1% | +834.0% | +667.1% | +329.7% |
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