+1,046.2%
MSTR vs AIG
-85.3%
+1,131.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -4.3% |
| 7D | -10.7% | +2.2% | -13.0% | -11.2% |
| 30D | -21.6% | +6.9% | -28.4% | -22.7% |
| 3M | +24.4% | +6.8% | +17.6% | +22.5% |
| 6M | -35.5% | +9.2% | -44.7% | -36.8% |
| YTD | -20.3% | -1.9% | -18.4% | -20.3% |
| 1Y | -49.3% | +9.7% | -59.0% | -50.5% |
| 3Y | +137.8% | +37.9% | +99.9% | +121.5% |
| 5Y | +48.3% | +56.8% | -8.5% | +36.4% |
| 10Y | +526.8% | +67.6% | +459.2% | +445.9% |
| All | +1,046.2% | -85.3% | +1,131.6% | +937.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling