+107.1%
MSTR vs AGG
-1.7%
+108.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.4% |
| 7D | +7.7% | -0.2% | +7.9% | +8.1% |
| 30D | +36.3% | -0.2% | +36.6% | +37.1% |
| 3M | +13.4% | -0.7% | +14.1% | +15.0% |
| 6M | -4.5% | -1.8% | -2.7% | -1.3% |
| YTD | -12.7% | -0.6% | -12.1% | -11.3% |
| 1Y | -59.6% | +0.4% | -60.0% | -59.5% |
| 3Y | +272.5% | +13.2% | +259.3% | +202.3% |
| 5Y | +107.1% | -2.0% | +109.1% | +72.9% |
| All | +107.1% | -1.7% | +108.9% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling