-37.0%
APP vs MSTR
-48.9%
+11.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +9.9% |
| 7D | +71.2% | -1.2% | +72.4% | +70.2% |
| 30D | +39.1% | -15.9% | +55.0% | +44.1% |
| 3M | +16.5% | +33.1% | -16.6% | +3.4% |
| 6M | -16.6% | -31.0% | +14.4% | -10.8% |
| YTD | -41.9% | -15.1% | -26.8% | -47.4% |
| 1Y | -37.0% | -45.6% | +8.6% | -32.5% |
| All | -37.0% | -48.9% | +11.8% | -32.5% |
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 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