+49.9%
MSTR vs AG
+12.9%
+37.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -1.2% | +6.3% | -7.5% | -3.5% |
| 30D | -15.9% | -8.9% | -7.0% | -12.8% |
| 3M | +33.1% | -12.2% | +45.3% | +40.0% |
| 6M | -31.0% | -28.3% | -2.7% | -22.5% |
| YTD | -15.1% | -8.8% | -6.3% | -16.3% |
| 1Y | -45.6% | +39.4% | -85.0% | -54.8% |
| 3Y | +180.5% | +229.4% | -48.9% | +38.5% |
| All | +49.9% | +12.9% | +37.0% | +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