+2,980.2%
MSTR vs AGG
+98.1%
+2,882.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +12.2% | -0.2% | +12.3% | +12.2% |
| 30D | +45.2% | -0.4% | +45.5% | +45.4% |
| 3M | +10.4% | -0.7% | +11.0% | +10.7% |
| 6M | -2.5% | -1.5% | -1.0% | -1.9% |
| YTD | -6.0% | -0.3% | -5.8% | -5.8% |
| 1Y | -56.4% | +1.3% | -57.7% | -56.5% |
| 3Y | +306.3% | +13.2% | +293.0% | +294.0% |
| 5Y | +100.5% | -1.4% | +101.9% | +89.0% |
| 10Y | +741.1% | +14.9% | +726.2% | +756.0% |
| All | +2,980.2% | +98.1% | +2,882.2% | +3,932.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling