+527.5%
APP vs MSTR
+48.2%
+479.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.4% | +4.5% |
| 7D | +4.6% | -13.4% | +18.0% | +8.4% |
| 30D | +56.0% | -22.1% | +78.1% | +65.1% |
| 3M | +30.8% | +15.0% | +15.9% | +22.0% |
| 6M | -9.8% | -37.3% | +27.5% | -2.3% |
| YTD | -39.3% | -26.5% | -12.7% | -38.4% |
| 1Y | -26.4% | -46.5% | +20.0% | -19.3% |
| 3Y | +887.9% | +121.1% | +766.8% | +501.4% |
| 5Y | +264.1% | +37.5% | +226.6% | +89.7% |
| All | +527.5% | +48.2% | +479.3% | +234.6% |
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