+526.8%
MSTR vs APD
+187.0%
+339.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -10.7% | -0.2% | -10.5% | -10.5% |
| 30D | -21.6% | +11.0% | -32.6% | -25.7% |
| 3M | +24.4% | +1.3% | +23.1% | +22.8% |
| 6M | -35.5% | +6.4% | -41.8% | -38.3% |
| YTD | -20.3% | +28.9% | -49.2% | -31.8% |
| 1Y | -49.3% | +23.2% | -72.5% | -56.0% |
| 3Y | +137.8% | +26.3% | +111.4% | +101.9% |
| 5Y | +48.3% | +12.0% | +36.3% | +29.4% |
| 10Y | +526.8% | +183.2% | +343.6% | +251.8% |
| All | +526.8% | +187.0% | +339.8% | +251.8% |
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