+1,046.2%
MSTR vs AEM
+4,215.5%
-3,169.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.6% | -3.3% |
| 7D | -10.7% | +13.9% | -24.6% | -11.5% |
| 30D | -21.6% | +0.8% | -22.3% | -21.6% |
| 3M | +24.4% | +5.8% | +18.6% | +24.1% |
| 6M | -35.5% | -1.0% | -34.5% | -35.4% |
| YTD | -20.3% | +13.1% | -33.4% | -20.8% |
| 1Y | -49.3% | +14.4% | -63.7% | -49.6% |
| 3Y | +137.8% | +325.7% | -187.9% | +123.0% |
| 5Y | +48.3% | +273.7% | -225.4% | +39.4% |
| 10Y | +526.8% | +390.1% | +136.7% | +487.9% |
| All | +1,046.2% | +4,215.5% | -3,169.3% | +1,500.3% |
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