+554.5%
MSTR vs APA
+0.9%
+553.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -4.0% | -8.7% | +4.8% | -2.3% |
| 30D | -18.6% | -2.4% | -16.2% | -18.6% |
| 3M | +25.6% | +19.0% | +6.6% | +20.1% |
| 6M | -33.1% | +26.8% | -59.9% | -37.3% |
| YTD | -17.3% | +87.3% | -104.7% | -29.8% |
| 1Y | -48.1% | +92.3% | -140.4% | -56.2% |
| 3Y | +154.2% | +37.3% | +116.9% | +122.1% |
| 5Y | +46.2% | +73.2% | -27.0% | +23.6% |
| 10Y | +554.5% | -0.9% | +555.4% | +414.5% |
| All | +554.5% | +0.9% | +553.7% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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