+391.7%
APP vs MSTR
+89.6%
+302.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | +0.9% | +12.2% | -11.3% | -2.8% |
| 30D | -23.3% | +45.2% | -68.4% | -31.4% |
| 3M | -42.6% | +10.4% | -53.0% | -45.3% |
| 6M | -33.6% | -2.5% | -31.1% | -35.2% |
| YTD | -52.4% | -6.0% | -46.4% | -54.0% |
| 1Y | -35.9% | -56.4% | +20.5% | -25.4% |
| 3Y | +642.2% | +306.3% | +335.9% | +281.8% |
| 5Y | +311.1% | +100.5% | +210.6% | +101.4% |
| All | +391.7% | +89.6% | +302.1% | +150.0% |
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