+95.3%
AAPL vs MSTR
+122.4%
-27.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +4.1% | -13.4% | +17.6% | +5.0% |
| 30D | +4.0% | -22.1% | +26.0% | +5.4% |
| 3M | +16.8% | +15.0% | +1.8% | +14.9% |
| 6M | +19.4% | -37.3% | +56.7% | +21.6% |
| YTD | +31.5% | -26.5% | +58.0% | +31.6% |
| 1Y | +31.0% | -46.5% | +77.5% | +33.6% |
| 3Y | +95.3% | +121.1% | -25.8% | +100.5% |
| All | +95.3% | +122.4% | -27.1% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling