+570.4%
MSTR vs APD
+185.9%
+384.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | -1.2% | -3.7% | +2.5% | +0.8% |
| 30D | -15.9% | +9.6% | -25.5% | -19.8% |
| 3M | +33.1% | +1.6% | +31.5% | +31.2% |
| 6M | -31.0% | +2.2% | -33.2% | -32.6% |
| YTD | -15.1% | +25.9% | -41.0% | -26.5% |
| 1Y | -45.6% | +20.1% | -65.8% | -52.2% |
| 3Y | +180.5% | +12.4% | +168.1% | +151.5% |
| 5Y | +61.7% | +11.1% | +50.5% | +42.0% |
| All | +570.4% | +185.9% | +384.5% | +276.8% |
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