+46.2%
MSTR vs AIG
+51.8%
-5.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -4.3% |
| 7D | -4.0% | -3.4% | -0.6% | -1.8% |
| 30D | -18.6% | +3.4% | -22.0% | -20.9% |
| 3M | +25.6% | +1.7% | +23.8% | +23.1% |
| 6M | -33.1% | +5.7% | -38.7% | -36.5% |
| YTD | -17.3% | -5.1% | -12.2% | -15.6% |
| 1Y | -48.1% | +6.1% | -54.1% | -51.8% |
| 3Y | +154.2% | +35.5% | +118.7% | +82.4% |
| 5Y | +46.2% | +51.9% | -5.7% | -7.7% |
| All | +46.2% | +51.8% | -5.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling