+1,252.0%
MSTR vs APH
+23,155.8%
-21,903.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +12.2% | +5.0% | +7.2% | +8.9% |
| 30D | +45.2% | -3.9% | +49.0% | +48.5% |
| 3M | +10.4% | +13.0% | -2.6% | 0.0% |
| 6M | -2.5% | +25.2% | -27.6% | -19.0% |
| YTD | -6.0% | +22.9% | -29.0% | -22.6% |
| 1Y | -56.4% | +47.8% | -104.2% | -68.4% |
| 3Y | +306.3% | +283.0% | +23.3% | +60.8% |
| 5Y | +100.5% | +349.7% | -249.2% | -22.1% |
| 10Y | +741.1% | +1,061.2% | -320.1% | +85.6% |
| All | +1,252.0% | +23,155.8% | -21,903.9% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling