+554.5%
MSTR vs AEIS
+358.4%
+196.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.3% | -13.9% | -8.2% |
| 7D | -4.0% | +1.0% | -4.9% | -6.0% |
| 30D | -18.6% | -24.0% | +5.4% | -8.3% |
| 3M | +25.6% | -32.5% | +58.1% | +47.8% |
| 6M | -33.1% | -38.6% | +5.5% | -21.3% |
| YTD | -17.3% | +4.8% | -22.2% | -30.7% |
| 1Y | -48.1% | +1.3% | -49.4% | -55.6% |
| 3Y | +154.2% | +159.2% | -5.0% | +26.0% |
| 5Y | +46.2% | +140.8% | -94.6% | -21.7% |
| 10Y | +554.5% | +349.8% | +204.7% | +170.7% |
| All | +554.5% | +358.4% | +196.1% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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