+2,802.7%
TQQQ vs MSTR
+652.3%
+2,150.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.1% |
| 7D | -3.9% | -11.2% | +7.3% | +0.6% |
| 30D | -5.3% | +33.8% | -39.1% | -17.0% |
| 3M | +0.1% | +11.5% | -11.3% | -6.7% |
| 6M | +40.7% | -7.2% | +47.8% | +39.5% |
| YTD | +31.8% | -15.4% | +47.2% | +31.2% |
| 1Y | +48.2% | -60.6% | +108.8% | +96.5% |
| 3Y | +253.6% | +260.8% | -7.2% | +33.3% |
| 5Y | +99.6% | +108.8% | -9.3% | -19.9% |
| All | +2,802.7% | +652.3% | +2,150.3% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling