+677.4%
MSTR vs AEHR
+3,898.3%
-3,220.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.1% | -3.6% |
| 7D | +7.7% | +19.1% | -11.4% | +4.3% |
| 30D | +36.3% | -10.0% | +46.4% | +36.7% |
| 3M | +13.4% | +1.3% | +12.1% | +8.3% |
| 6M | -4.5% | +133.8% | -138.3% | -23.3% |
| YTD | -12.7% | +373.3% | -386.0% | -38.9% |
| 1Y | -59.6% | +256.2% | -315.8% | -70.7% |
| 3Y | +272.5% | +93.2% | +179.2% | +163.0% |
| 5Y | +107.1% | +793.1% | -685.9% | +14.4% |
| 10Y | +677.4% | +3,753.2% | -3,075.8% | +267.5% |
| All | +677.4% | +3,898.3% | -3,220.9% | +267.5% |
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