+521.9%
MSTR vs APA
+4.1%
+517.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.3% |
| 7D | -14.2% | +5.1% | -19.2% | -15.0% |
| 30D | -19.9% | +0.3% | -20.2% | -20.3% |
| 3M | +27.3% | +15.6% | +11.7% | +22.7% |
| 6M | -37.6% | +28.9% | -66.5% | -41.7% |
| YTD | -19.5% | +96.6% | -116.0% | -32.2% |
| 1Y | -47.1% | +95.5% | -142.6% | -55.5% |
| 3Y | +140.3% | +41.8% | +98.5% | +108.5% |
| 5Y | +49.5% | +85.4% | -35.9% | +24.8% |
| 10Y | +521.9% | +4.5% | +517.3% | +383.9% |
| All | +521.9% | +4.1% | +517.7% | +383.9% |
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