+803.3%
APP vs MSTR
+180.5%
+622.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.3% | +40.3% | +33.0% |
| 7D | +39.7% | -8.7% | +48.4% | +41.8% |
| 30D | +27.7% | -21.4% | +49.2% | +33.6% |
| 3M | -14.8% | +31.4% | -46.2% | -21.6% |
| 6M | -25.5% | -30.8% | +5.3% | -22.2% |
| YTD | -47.2% | -14.9% | -32.2% | -48.1% |
| 1Y | -42.3% | -49.3% | +7.0% | -37.5% |
| All | +803.3% | +180.5% | +622.9% | +800.1% |
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