+275.2%
MSTR vs AEM
+331.1%
-55.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.0% |
| 7D | -11.2% | -5.0% | -6.2% | -9.4% |
| 30D | +33.8% | +8.5% | +25.3% | +31.0% |
| 3M | +11.5% | +29.3% | -17.8% | +2.8% |
| 6M | -7.2% | -12.9% | +5.8% | -4.0% |
| YTD | -15.4% | +16.8% | -32.2% | -19.6% |
| 1Y | -60.6% | +29.8% | -90.5% | -63.9% |
| All | +275.2% | +331.1% | -55.9% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling