+690.7%
MSTR vs AEM
+333.3%
+357.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.0% |
| 7D | +9.3% | +4.3% | +5.0% | +8.2% |
| 30D | +36.5% | +13.1% | +23.4% | +32.5% |
| 3M | +7.3% | +24.8% | -17.5% | +1.4% |
| 6M | +2.2% | -8.2% | +10.5% | +4.4% |
| YTD | -10.2% | +19.8% | -30.0% | -14.7% |
| 1Y | -58.6% | +32.1% | -90.7% | -61.9% |
| 3Y | +283.2% | +348.2% | -65.0% | +155.5% |
| 5Y | +113.8% | +297.5% | -183.7% | +44.8% |
| 10Y | +690.7% | +343.3% | +347.4% | +404.4% |
| All | +690.7% | +333.3% | +357.4% | +404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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