+526.8%
MSTR vs AIG
+72.2%
+454.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -5.1% |
| 7D | -10.7% | +2.2% | -13.0% | -11.7% |
| 30D | -21.6% | +6.9% | -28.4% | -24.1% |
| 3M | +24.4% | +6.8% | +17.6% | +20.1% |
| 6M | -35.5% | +9.2% | -44.7% | -38.5% |
| YTD | -20.3% | -1.9% | -18.4% | -20.5% |
| 1Y | -49.3% | +9.7% | -59.0% | -52.2% |
| 3Y | +137.8% | +37.9% | +99.9% | +100.3% |
| 5Y | +48.3% | +56.8% | -8.5% | +19.9% |
| 10Y | +526.8% | +67.6% | +459.2% | +322.0% |
| All | +526.8% | +72.2% | +454.6% | +322.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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