+1,120.6%
MSTR vs APA
+383.3%
+737.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | -1.2% | -15.5% | +14.3% | +2.1% |
| 30D | -15.9% | +2.4% | -18.3% | -16.7% |
| 3M | +33.1% | +22.8% | +10.3% | +26.3% |
| 6M | -31.0% | +17.9% | -48.9% | -34.5% |
| YTD | -15.1% | +87.7% | -102.8% | -28.0% |
| 1Y | -45.6% | +94.2% | -139.8% | -54.3% |
| 3Y | +180.5% | +27.2% | +153.3% | +150.4% |
| 5Y | +61.7% | +74.1% | -12.5% | +35.3% |
| 10Y | +578.0% | +2.6% | +575.4% | +419.9% |
| All | +1,120.6% | +383.3% | +737.4% | +516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling