+677.4%
MSTR vs AGI
+398.0%
+279.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | +7.7% | +2.2% | +5.5% | +7.3% |
| 30D | +36.3% | +11.3% | +25.1% | +33.6% |
| 3M | +13.4% | +5.6% | +7.8% | +12.2% |
| 6M | -4.5% | -27.7% | +23.2% | +2.1% |
| YTD | -12.7% | -4.1% | -8.6% | -12.1% |
| 1Y | -59.6% | +13.8% | -73.4% | -60.9% |
| 3Y | +272.5% | +217.0% | +55.4% | +195.3% |
| 5Y | +107.1% | +404.3% | -297.2% | +54.3% |
| 10Y | +677.4% | +400.5% | +276.9% | +470.7% |
| All | +677.4% | +398.0% | +279.4% | +470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling