+1,210.4%
AAPL vs MSTR
+696.8%
+513.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.7% |
| 7D | -2.7% | +9.3% | -12.1% | -3.9% |
| 30D | +1.0% | +36.5% | -35.5% | -3.0% |
| 3M | +5.0% | +7.3% | -2.4% | +3.1% |
| 6M | +23.0% | +2.2% | +20.8% | +20.8% |
| YTD | +16.6% | -10.2% | +26.8% | +14.9% |
| 1Y | +33.4% | -58.6% | +92.0% | +42.9% |
| 3Y | +79.9% | +283.2% | -203.3% | +28.6% |
| 5Y | +109.0% | +113.8% | -4.8% | +45.0% |
| 10Y | +1,210.4% | +690.7% | +519.7% | +438.3% |
| All | +1,210.4% | +696.8% | +513.6% | +438.3% |
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