+164,528.3%
AAPL vs MSTR
+1,511.6%
+163,016.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.7% | -1.2% | +0.6% | -0.6% |
| 30D | +1.7% | -15.9% | +17.6% | +3.6% |
| 3M | +9.7% | +33.1% | -23.4% | +4.4% |
| 6M | +19.3% | -31.0% | +50.3% | +22.3% |
| YTD | +26.3% | -15.1% | +41.4% | +24.1% |
| 1Y | +27.4% | -45.6% | +73.0% | +32.0% |
| 3Y | +93.6% | +180.5% | -86.9% | +43.6% |
| 5Y | +131.7% | +61.7% | +70.0% | +67.9% |
| 10Y | +1,268.5% | +578.0% | +690.5% | +639.5% |
| All | +164,528.3% | +1,511.6% | +163,016.6% | +51,366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling