+308.9%
MSTR vs AG
+260.2%
+48.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | +12.2% | +1.0% | +11.2% | +11.8% |
| 30D | +45.2% | +19.2% | +26.0% | +38.4% |
| 3M | +10.4% | +6.2% | +4.2% | +8.2% |
| 6M | -2.5% | -26.7% | +24.2% | +3.9% |
| YTD | -6.0% | +26.1% | -32.1% | -13.8% |
| 1Y | -56.4% | +131.7% | -188.1% | -66.9% |
| All | +308.9% | +260.2% | +48.7% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling