+113.8%
MSTR vs AEHR
+889.0%
-775.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.6% | -5.7% |
| 7D | +9.3% | +18.5% | -9.2% | +4.1% |
| 30D | +36.5% | -11.9% | +48.4% | +37.5% |
| 3M | +7.3% | -5.0% | +12.3% | +1.0% |
| 6M | +2.2% | +155.0% | -152.7% | -31.1% |
| YTD | -10.2% | +349.7% | -359.8% | -50.3% |
| 1Y | -58.6% | +260.4% | -319.0% | -76.1% |
| 3Y | +283.2% | +83.6% | +199.6% | +121.1% |
| 5Y | +113.8% | +917.8% | -804.1% | -38.8% |
| All | +113.8% | +889.0% | -775.2% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling