+40.4%
MSTR vs AG
0.0%
+40.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.5% |
| 7D | -13.4% | -10.0% | -3.5% | -9.9% |
| 30D | -22.1% | -10.5% | -11.6% | -18.6% |
| 3M | +15.0% | -27.3% | +42.2% | +29.8% |
| 6M | -37.3% | -43.0% | +5.7% | -23.4% |
| YTD | -26.5% | -17.9% | -8.6% | -24.6% |
| 1Y | -46.5% | +11.9% | -58.4% | -51.6% |
| 3Y | +121.1% | +201.8% | -80.7% | +12.6% |
| All | +40.4% | 0.0% | +40.4% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling