+137.8%
MSTR vs AG
+227.5%
-89.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | -1.7% |
| 7D | -10.7% | +6.0% | -16.7% | -12.4% |
| 30D | -21.6% | -13.5% | -8.0% | -17.8% |
| 3M | +24.4% | -20.7% | +45.1% | +34.1% |
| 6M | -35.5% | -31.5% | -3.9% | -28.0% |
| YTD | -20.3% | -10.1% | -10.2% | -19.7% |
| 1Y | -49.3% | +26.0% | -75.3% | -53.9% |
| 3Y | +137.8% | +228.9% | -91.1% | +72.2% |
| All | +137.8% | +227.5% | -89.7% | +72.2% |
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