+50.7%
MSTR vs APA
+87.1%
-36.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.2% |
| 7D | -14.2% | +5.1% | -19.2% | -15.6% |
| 30D | -19.9% | +0.3% | -20.2% | -20.6% |
| 3M | +27.3% | +15.6% | +11.7% | +19.1% |
| 6M | -37.6% | +28.9% | -66.5% | -44.9% |
| YTD | -19.5% | +96.6% | -116.0% | -42.4% |
| 1Y | -47.1% | +95.5% | -142.6% | -62.2% |
| 3Y | +140.3% | +41.8% | +98.5% | +83.2% |
| All | +50.7% | +87.1% | -36.3% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling