-55.4%
APP vs MSTR
-44.1%
-11.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +9.3% |
| 7D | +4.5% | -1.8% | +6.3% | +5.2% |
| 30D | -3.6% | -13.3% | +9.7% | -0.2% |
| 3M | -35.3% | +46.0% | -81.2% | -43.2% |
| 6M | -42.8% | -22.4% | -20.3% | -40.2% |
| YTD | -59.7% | -6.2% | -53.5% | -63.9% |
| 1Y | -55.4% | -42.3% | -13.1% | -52.9% |
| All | -55.4% | -44.1% | -11.2% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling