+554.5%
MSTR vs AG
+77.4%
+477.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -3.8% |
| 7D | -4.0% | +10.8% | -14.8% | -6.5% |
| 30D | -18.6% | -8.2% | -10.5% | -16.8% |
| 3M | +25.6% | -13.7% | +39.3% | +30.5% |
| 6M | -33.1% | -27.3% | -5.8% | -27.8% |
| YTD | -17.3% | -4.6% | -12.8% | -18.2% |
| 1Y | -48.1% | +39.4% | -87.4% | -53.3% |
| 3Y | +154.2% | +244.1% | -89.9% | +73.8% |
| 5Y | +46.2% | +16.8% | +29.4% | +20.0% |
| 10Y | +554.5% | +71.7% | +482.8% | +398.6% |
| All | +554.5% | +77.4% | +477.2% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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