-58.6%
MSTR vs AEP
+19.5%
-78.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.2% |
| 7D | +9.3% | +2.0% | +7.3% | +9.9% |
| 30D | +36.5% | +0.5% | +36.0% | +36.6% |
| 3M | +7.3% | -0.3% | +7.6% | +6.5% |
| 6M | +2.2% | -3.5% | +5.7% | +1.6% |
| YTD | -10.2% | +11.3% | -21.4% | -7.7% |
| 1Y | -58.6% | +20.2% | -78.9% | -55.4% |
| All | -58.6% | +19.5% | -78.1% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling