+481.0%
MSTR vs AIG
+67.5%
+413.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -13.4% | +6.6% | -20.0% | -16.0% |
| 30D | -22.1% | +7.0% | -29.1% | -24.7% |
| 3M | +15.0% | +9.7% | +5.2% | +9.7% |
| 6M | -37.3% | +10.8% | -48.1% | -40.6% |
| YTD | -26.5% | -1.3% | -25.3% | -26.9% |
| 1Y | -46.5% | +8.4% | -54.8% | -49.2% |
| 3Y | +121.1% | +39.0% | +82.1% | +85.6% |
| 5Y | +37.5% | +59.6% | -22.1% | +10.4% |
| All | +481.0% | +67.5% | +413.5% | +285.6% |
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