+154.2%
MSTR vs AEHR
+148.0%
+6.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.6% | -14.2% | -4.9% |
| 7D | -4.0% | +16.2% | -20.2% | -7.7% |
| 30D | -18.6% | -29.3% | +10.7% | -14.1% |
| 3M | +25.6% | -42.0% | +67.5% | +34.3% |
| 6M | -33.1% | -38.5% | +5.4% | -33.1% |
| YTD | -17.3% | +196.2% | -213.6% | -45.6% |
| 1Y | -48.1% | +144.3% | -192.4% | -64.4% |
| 3Y | +154.2% | +158.0% | -3.8% | +36.2% |
| All | +154.2% | +148.0% | +6.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling