+677.4%
MSTR vs AEP
+170.1%
+507.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | +7.7% | +0.9% | +6.8% | +7.6% |
| 30D | +36.3% | +1.5% | +34.9% | +36.0% |
| 3M | +13.4% | -1.7% | +15.1% | +13.4% |
| 6M | -4.5% | -4.0% | -0.5% | -4.2% |
| YTD | -12.7% | +10.6% | -23.3% | -14.3% |
| 1Y | -59.6% | +18.6% | -78.2% | -60.8% |
| 3Y | +272.5% | +78.7% | +193.8% | +221.3% |
| 5Y | +107.1% | +65.1% | +42.1% | +85.2% |
| 10Y | +677.4% | +177.7% | +499.7% | +545.3% |
| All | +677.4% | +170.1% | +507.3% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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