-47.1%
MSTR vs APA
+95.1%
-142.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.2% |
| 7D | -14.2% | +5.1% | -19.2% | -14.0% |
| 30D | -19.9% | +0.3% | -20.2% | -20.0% |
| 3M | +27.3% | +15.6% | +11.7% | +26.8% |
| 6M | -37.6% | +28.9% | -66.5% | -38.1% |
| YTD | -19.5% | +96.6% | -116.0% | -40.8% |
| 1Y | -47.1% | +95.5% | -142.6% | -61.2% |
| All | -47.1% | +95.1% | -142.2% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling