+180.5%
MSTR vs AEIS
+117.1%
+63.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -3.0% |
| 7D | -1.2% | -11.3% | +10.1% | +3.2% |
| 30D | -15.9% | -32.6% | +16.7% | -0.7% |
| 3M | +33.1% | -39.2% | +72.3% | +62.6% |
| 6M | -31.0% | -45.4% | +14.4% | -14.9% |
| YTD | -15.1% | -5.8% | -9.3% | -29.5% |
| 1Y | -45.6% | -10.0% | -35.7% | -53.5% |
| 3Y | +180.5% | +121.2% | +59.3% | +35.8% |
| All | +180.5% | +117.1% | +63.4% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling