+570.4%
MSTR vs APH
+894.6%
-324.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -3.5% |
| 7D | -1.2% | -5.9% | +4.7% | +3.0% |
| 30D | -15.9% | -14.8% | -1.1% | -5.4% |
| 3M | +33.1% | -12.4% | +45.5% | +45.5% |
| 6M | -31.0% | +8.1% | -39.1% | -39.4% |
| YTD | -15.1% | +10.9% | -26.1% | -31.3% |
| 1Y | -45.6% | +8.8% | -54.4% | -55.5% |
| 3Y | +180.5% | +262.1% | -81.6% | -31.9% |
| 5Y | +61.7% | +283.1% | -221.5% | -60.5% |
| All | +570.4% | +894.6% | -324.2% | -2.3% |
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