+1,276.0%
AAPL vs MSTR
+568.7%
+707.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.7% |
| 7D | +3.7% | -4.0% | +7.6% | +4.1% |
| 30D | +4.2% | -18.6% | +22.8% | +6.3% |
| 3M | +12.0% | +25.6% | -13.6% | +7.8% |
| 6M | +19.8% | -33.1% | +52.8% | +22.9% |
| YTD | +29.3% | -17.3% | +46.7% | +27.8% |
| 1Y | +31.1% | -48.1% | +79.2% | +36.4% |
| 3Y | +94.9% | +154.2% | -59.3% | +46.9% |
| 5Y | +138.1% | +46.2% | +91.9% | +71.8% |
| 10Y | +1,276.0% | +554.5% | +721.4% | +445.9% |
| All | +1,276.0% | +568.7% | +707.3% | +445.9% |
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