+120.4%
MSTR vs APD
+27.6%
+92.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +12.2% | -2.2% | +14.4% | +13.6% |
| 30D | +45.2% | +2.1% | +43.1% | +42.5% |
| 3M | +10.4% | +7.2% | +3.2% | +4.2% |
| 6M | -2.5% | +11.2% | -13.7% | -10.8% |
| YTD | -6.0% | +24.4% | -30.4% | -21.2% |
| 1Y | -56.4% | +6.7% | -63.1% | -59.5% |
| 3Y | +306.3% | +9.2% | +297.0% | +260.0% |
| All | +120.4% | +27.6% | +92.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling