+101.7%
TQQQ vs MSTR
+105.7%
-4.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.3% |
| 7D | +2.8% | +7.7% | -4.9% | -0.8% |
| 30D | -3.0% | +36.3% | -39.4% | -16.0% |
| 3M | -2.7% | +13.4% | -16.1% | -10.1% |
| 6M | +45.4% | -4.5% | +49.9% | +42.5% |
| YTD | +36.3% | -12.7% | +48.9% | +33.8% |
| 1Y | +53.4% | -59.6% | +113.0% | +103.2% |
| 3Y | +265.6% | +272.5% | -6.9% | +18.0% |
| 5Y | +101.7% | +107.1% | -5.4% | -28.5% |
| All | +101.7% | +105.7% | -4.0% | -28.5% |
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