+1,252.0%
MSTR vs AEM
+4,538.8%
-3,286.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +12.2% | -0.5% | +12.7% | +12.2% |
| 30D | +45.2% | +24.0% | +21.2% | +43.5% |
| 3M | +10.4% | +16.1% | -5.7% | +9.5% |
| 6M | -2.5% | -11.6% | +9.1% | -1.9% |
| YTD | -6.0% | +21.5% | -27.6% | -7.0% |
| 1Y | -56.4% | +39.2% | -95.6% | -57.1% |
| 3Y | +306.3% | +347.4% | -41.1% | +279.7% |
| 5Y | +100.5% | +290.1% | -189.7% | +87.8% |
| 10Y | +741.1% | +357.8% | +383.3% | +685.4% |
| All | +1,252.0% | +4,538.8% | -3,286.9% | +1,779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling