-47.1%
MSTR vs AG
+23.1%
-70.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -14.2% | -4.0% | -10.1% | -12.8% |
| 30D | -19.9% | -13.1% | -6.8% | -15.5% |
| 3M | +27.3% | -22.0% | +49.4% | +39.9% |
| 6M | -37.6% | -37.3% | -0.3% | -28.1% |
| YTD | -19.5% | -11.2% | -8.3% | -17.7% |
| 1Y | -47.1% | +23.9% | -71.1% | -51.6% |
| All | -47.1% | +23.1% | -70.2% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling