+842.7%
MSTR vs AG
+264.0%
+578.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.3% | -1.2% | -5.6% |
| 7D | -11.5% | -6.0% | -5.5% | -10.6% |
| 30D | -24.8% | -14.3% | -10.5% | -22.8% |
| 3M | +20.6% | -26.9% | +47.6% | +27.2% |
| 6M | -38.0% | -42.1% | +4.2% | -32.3% |
| YTD | -24.7% | -15.9% | -8.8% | -23.3% |
| 1Y | -49.1% | +11.5% | -60.6% | -50.4% |
| 3Y | +124.7% | +208.0% | -83.3% | +82.4% |
| 5Y | +40.9% | +2.4% | +38.5% | +29.9% |
| 10Y | +481.5% | +77.0% | +404.5% | +379.5% |
| All | +842.7% | +264.0% | +578.7% | +455.3% |
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