+554.5%
MSTR vs APTV
-26.1%
+580.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.2% |
| 7D | -4.0% | -9.8% | +5.8% | +1.4% |
| 30D | -18.6% | -8.9% | -9.7% | -14.5% |
| 3M | +25.6% | -19.5% | +45.0% | +40.7% |
| 6M | -33.1% | -31.1% | -1.9% | -21.5% |
| YTD | -17.3% | -47.5% | +30.2% | +12.0% |
| 1Y | -48.1% | -52.3% | +4.2% | -25.6% |
| 3Y | +154.2% | -45.2% | +199.4% | +223.6% |
| 5Y | +46.2% | -76.9% | +123.1% | +192.1% |
| 10Y | +554.5% | -25.1% | +579.6% | +801.5% |
| All | +554.5% | -26.1% | +580.6% | +801.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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