+1,124.1%
MSTR vs APD
+1,382.7%
-258.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.3% | -8.1% |
| 7D | -8.7% | -0.7% | -8.0% | -8.4% |
| 30D | -21.4% | +10.1% | -31.6% | -24.4% |
| 3M | +31.4% | +4.9% | +26.6% | +28.3% |
| 6M | -30.8% | +2.5% | -33.3% | -32.2% |
| YTD | -14.9% | +27.8% | -42.7% | -24.1% |
| 1Y | -49.3% | +32.9% | -82.2% | -56.1% |
| 3Y | +184.8% | +13.4% | +171.5% | +162.1% |
| 5Y | +62.1% | +12.8% | +49.3% | +50.8% |
| 10Y | +580.0% | +194.6% | +385.4% | +333.2% |
| All | +1,124.1% | +1,382.7% | -258.6% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling