+283.2%
MSTR vs AGG
+13.2%
+269.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | +36.5% | -0.4% | +36.9% | +37.1% |
| 3M | +7.3% | -0.3% | +7.6% | +7.8% |
| 6M | +2.2% | -1.2% | +3.5% | +3.4% |
| YTD | -10.2% | -0.4% | -9.8% | -9.5% |
| 1Y | -58.6% | +0.4% | -59.0% | -58.4% |
| 3Y | +283.2% | +13.4% | +269.8% | +278.3% |
| All | +283.2% | +13.2% | +269.9% | +278.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling