+521.9%
MSTR vs AG
+72.5%
+449.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -14.2% | -4.0% | -10.1% | -13.3% |
| 30D | -19.9% | -13.1% | -6.8% | -16.9% |
| 3M | +27.3% | -22.0% | +49.4% | +35.9% |
| 6M | -37.6% | -37.3% | -0.3% | -30.1% |
| YTD | -19.5% | -11.2% | -8.3% | -18.8% |
| 1Y | -47.1% | +23.9% | -71.1% | -51.0% |
| 3Y | +140.3% | +225.1% | -84.9% | +66.4% |
| 5Y | +49.5% | +7.7% | +41.8% | +25.0% |
| 10Y | +521.9% | +86.9% | +435.0% | +385.0% |
| All | +521.9% | +72.5% | +449.4% | +385.0% |
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