+154.2%
MSTR vs AIG
+35.3%
+118.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.6% |
| 7D | -4.0% | -3.4% | -0.6% | -2.6% |
| 30D | -18.6% | +3.4% | -22.0% | -20.1% |
| 3M | +25.6% | +1.7% | +23.8% | +24.1% |
| 6M | -33.1% | +5.7% | -38.7% | -35.2% |
| YTD | -17.3% | -5.1% | -12.2% | -15.7% |
| 1Y | -48.1% | +6.1% | -54.1% | -50.4% |
| 3Y | +154.2% | +35.5% | +118.7% | +157.1% |
| All | +154.2% | +35.3% | +118.9% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling