+1,249.5%
MSTR vs APH
+22,131.1%
-20,881.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.2% | +11.2% | +8.9% |
| 7D | -1.8% | -2.4% | +0.6% | -0.6% |
| 30D | -13.3% | -9.5% | -3.8% | -8.2% |
| 3M | +46.0% | -7.6% | +53.6% | +52.0% |
| 6M | -22.4% | +12.4% | -34.8% | -31.0% |
| YTD | -6.2% | +17.5% | -23.7% | -21.1% |
| 1Y | -42.3% | +16.4% | -58.7% | -51.3% |
| 3Y | +214.0% | +281.6% | -67.6% | +23.7% |
| 5Y | +78.2% | +317.7% | -239.6% | -28.3% |
| 10Y | +649.6% | +967.8% | -318.3% | +73.0% |
| All | +1,249.5% | +22,131.1% | -20,881.6% | -48.4% |
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 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