+962.4%
MSTR vs AG
+294.5%
+667.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -1.2% | +6.3% | -7.5% | -2.2% |
| 30D | -15.9% | -8.9% | -7.0% | -14.5% |
| 3M | +33.1% | -12.2% | +45.3% | +36.3% |
| 6M | -31.0% | -28.3% | -2.7% | -27.2% |
| YTD | -15.1% | -8.8% | -6.3% | -14.7% |
| 1Y | -45.6% | +39.4% | -85.0% | -48.9% |
| 3Y | +180.5% | +229.4% | -48.9% | +125.1% |
| 5Y | +61.7% | +14.5% | +47.1% | +46.6% |
| 10Y | +578.0% | +82.7% | +495.3% | +453.1% |
| All | +962.4% | +294.5% | +667.9% | +517.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling