+495.5%
MSTR vs AEM
+412.4%
+83.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -5.2% |
| 7D | -11.5% | -5.6% | -5.9% | -10.0% |
| 30D | -24.8% | -3.9% | -20.9% | -24.0% |
| 3M | +20.6% | -3.4% | +24.1% | +22.4% |
| 6M | -38.0% | -9.0% | -28.9% | -36.2% |
| YTD | -24.7% | +5.9% | -30.6% | -26.2% |
| 1Y | -49.1% | +4.0% | -53.0% | -49.8% |
| 3Y | +124.7% | +298.8% | -174.1% | +51.5% |
| 5Y | +40.9% | +250.7% | -209.8% | -3.3% |
| All | +495.5% | +412.4% | +83.2% | +283.0% |
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