+2,448.5%
TQQQ vs MSTR
+461.5%
+1,987.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.2% | -2.7% |
| 7D | +10.4% | -13.4% | +23.8% | +16.6% |
| 30D | -22.2% | -22.1% | -0.1% | -13.8% |
| 3M | -25.1% | +15.0% | -40.0% | -30.5% |
| 6M | -25.0% | -37.3% | +12.3% | -13.1% |
| YTD | +10.1% | -26.5% | +36.6% | +15.4% |
| 1Y | +11.0% | -46.5% | +57.5% | +30.8% |
| 3Y | +195.0% | +121.1% | +73.9% | +38.3% |
| 5Y | +46.6% | +37.5% | +9.1% | -31.2% |
| All | +2,448.5% | +461.5% | +1,987.0% | +145.1% |
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