+316.8%
APP vs MSTR
+89.3%
+227.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +9.3% |
| 7D | +4.5% | -1.8% | +6.3% | +5.3% |
| 30D | -3.6% | -13.3% | +9.7% | -0.1% |
| 3M | -35.3% | +46.0% | -81.2% | -42.7% |
| 6M | -42.8% | -22.4% | -20.3% | -41.0% |
| YTD | -59.7% | -6.2% | -53.5% | -61.3% |
| 1Y | -55.4% | -42.3% | -13.1% | -51.6% |
| 3Y | +592.0% | +214.0% | +378.0% | +285.9% |
| 5Y | +175.7% | +78.2% | +97.6% | +35.9% |
| All | +316.8% | +89.3% | +227.5% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling