+1,046.2%
MSTR vs AEP
+827.5%
+218.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -10.7% | -1.6% | -9.2% | -10.4% |
| 30D | -21.6% | +4.1% | -25.7% | -22.3% |
| 3M | +24.4% | +4.1% | +20.3% | +23.1% |
| 6M | -35.5% | -1.0% | -34.4% | -35.7% |
| YTD | -20.3% | +13.4% | -33.7% | -23.0% |
| 1Y | -49.3% | +6.7% | -56.0% | -50.4% |
| 3Y | +137.8% | +81.3% | +56.5% | +100.8% |
| 5Y | +48.3% | +80.1% | -31.8% | +26.0% |
| 10Y | +526.8% | +200.9% | +325.9% | +358.1% |
| All | +1,046.2% | +827.5% | +218.7% | +479.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling