+62.1%
MSTR vs APH
+274.6%
-212.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.3% | 0.0% | -1.3% |
| 7D | -8.7% | -12.7% | +4.0% | +2.1% |
| 30D | -21.4% | -19.2% | -2.3% | -6.3% |
| 3M | +31.4% | -16.7% | +48.1% | +51.3% |
| 6M | -30.8% | +5.1% | -36.0% | -39.5% |
| YTD | -14.9% | +6.6% | -21.5% | -32.9% |
| 1Y | -49.3% | +3.9% | -53.2% | -59.3% |
| 3Y | +184.8% | +246.0% | -61.2% | -67.1% |
| 5Y | +62.1% | +268.0% | -205.9% | -83.7% |
| All | +62.1% | +274.6% | -212.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling