+526.8%
MSTR vs APH
+938.3%
-411.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.9% |
| 7D | -10.7% | -5.0% | -5.7% | -8.1% |
| 30D | -21.6% | -8.4% | -13.2% | -17.0% |
| 3M | +24.4% | -4.5% | +28.9% | +26.4% |
| 6M | -35.5% | +25.3% | -60.7% | -49.8% |
| YTD | -20.3% | +18.9% | -39.2% | -39.2% |
| 1Y | -49.3% | +11.9% | -61.3% | -59.3% |
| 3Y | +137.8% | +278.0% | -140.2% | -44.2% |
| 5Y | +48.3% | +306.4% | -258.1% | -65.7% |
| 10Y | +526.8% | +955.2% | -428.4% | -15.2% |
| All | +526.8% | +938.3% | -411.5% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling