+1,252.0%
MSTR vs APH
+10,719.1%
-9,467.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -47.8% | +55.2% | +34.7% |
| 7D | +3.9% | -48.7% | +52.6% | +31.8% |
| 30D | +45.2% | -51.9% | +97.1% | +91.1% |
| 3M | +10.4% | -43.6% | +53.9% | +28.8% |
| 6M | -2.5% | -37.5% | +35.0% | +4.4% |
| YTD | -6.0% | -38.6% | +32.6% | -0.2% |
| 1Y | -56.4% | -26.3% | -30.1% | -59.3% |
| 3Y | +306.3% | +89.2% | +217.1% | +108.7% |
| 5Y | +100.5% | +119.8% | -19.3% | +1.7% |
| 10Y | +741.1% | +454.3% | +286.8% | +145.7% |
| All | +1,252.0% | +10,719.1% | -9,467.1% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling