+495.5%
MSTR vs AEHR
+1,901.3%
-1,405.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.2% | +0.7% | -5.3% |
| 7D | -11.5% | +24.2% | -35.7% | -14.9% |
| 30D | -24.8% | -21.2% | -3.6% | -22.7% |
| 3M | +20.6% | -52.8% | +73.4% | +32.7% |
| 6M | -38.0% | -36.9% | -1.1% | -38.0% |
| YTD | -24.7% | +202.3% | -227.0% | -44.4% |
| 1Y | -49.1% | +162.9% | -211.9% | -61.6% |
| 3Y | +124.7% | +149.1% | -24.4% | +52.4% |
| 5Y | +40.9% | +146.2% | -105.3% | -14.7% |
| All | +495.5% | +1,901.3% | -1,405.8% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling