+731.6%
MSTR vs APD
+165.5%
+566.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +12.2% | -2.2% | +14.4% | +13.3% |
| 30D | +45.2% | +2.1% | +43.1% | +43.0% |
| 3M | +10.4% | +7.2% | +3.2% | +5.4% |
| 6M | -2.5% | +11.2% | -13.7% | -9.1% |
| YTD | -6.0% | +24.4% | -30.4% | -17.8% |
| 1Y | -56.4% | +6.7% | -63.1% | -59.0% |
| 3Y | +306.3% | +9.2% | +297.0% | +270.9% |
| 5Y | +100.5% | +27.4% | +73.1% | +67.9% |
| All | +731.6% | +165.5% | +566.2% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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