+570.4%
MSTR vs AG
+89.9%
+480.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -1.2% | +6.3% | -7.5% | -2.7% |
| 30D | -15.9% | -8.9% | -7.0% | -13.8% |
| 3M | +33.1% | -12.2% | +45.3% | +37.9% |
| 6M | -31.0% | -28.3% | -2.7% | -25.2% |
| YTD | -15.1% | -8.8% | -6.3% | -14.9% |
| 1Y | -45.6% | +39.4% | -85.0% | -51.0% |
| 3Y | +180.5% | +229.4% | -48.9% | +94.6% |
| 5Y | +61.7% | +14.5% | +47.1% | +34.1% |
| All | +570.4% | +89.9% | +480.5% | +422.9% |
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