+261.6%
APP vs MSTR
+60.8%
+200.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.3% | +40.3% | +33.5% |
| 7D | +39.7% | -8.7% | +48.4% | +42.5% |
| 30D | +27.7% | -21.4% | +49.2% | +35.3% |
| 3M | -14.8% | +31.4% | -46.2% | -23.5% |
| 6M | -25.5% | -30.8% | +5.3% | -21.2% |
| YTD | -47.2% | -14.9% | -32.2% | -48.4% |
| 1Y | -42.3% | -49.3% | +7.0% | -35.4% |
| 3Y | +806.8% | +184.8% | +622.0% | +376.8% |
| 5Y | +261.6% | +62.1% | +199.5% | +99.1% |
| All | +261.6% | +60.8% | +200.8% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling