-60.6%
MSTR vs AGG
-0.5%
-60.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -0.5% |
| 7D | -11.2% | -0.9% | -10.3% | -7.8% |
| 30D | +33.8% | -1.0% | +34.8% | +39.5% |
| 3M | +11.5% | -1.3% | +12.7% | +17.4% |
| 6M | -7.2% | -2.1% | -5.1% | -0.5% |
| YTD | -15.4% | -1.2% | -14.2% | -9.8% |
| 1Y | -60.6% | -0.5% | -60.1% | -56.4% |
| All | -60.6% | -0.5% | -60.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling