+1,252.0%
MSTR vs APA
+360.8%
+891.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | +12.2% | +0.5% | +11.6% | +11.9% |
| 30D | +45.2% | +23.4% | +21.8% | +38.5% |
| 3M | +10.4% | +12.7% | -2.3% | +6.9% |
| 6M | -2.5% | +39.4% | -41.9% | -11.1% |
| YTD | -6.0% | +79.0% | -85.0% | -18.9% |
| 1Y | -56.4% | +88.8% | -145.2% | -63.1% |
| 3Y | +306.3% | +6.4% | +299.9% | +278.1% |
| 5Y | +100.5% | +153.0% | -52.5% | +58.2% |
| 10Y | +741.1% | +7.5% | +733.5% | +540.1% |
| All | +1,252.0% | +360.8% | +891.2% | +594.1% |
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