+1,252.0%
MSTR vs AIG
-86.5%
+1,338.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.2% |
| 7D | +12.2% | -0.9% | +13.1% | +12.4% |
| 30D | +45.2% | -4.9% | +50.0% | +46.6% |
| 3M | +10.4% | +4.5% | +5.9% | +9.3% |
| 6M | -2.5% | -1.4% | -1.0% | -2.3% |
| YTD | -6.0% | -9.8% | +3.8% | -4.3% |
| 1Y | -56.4% | -4.5% | -51.9% | -56.2% |
| 3Y | +306.3% | +37.4% | +268.8% | +279.9% |
| 5Y | +100.5% | +55.0% | +45.5% | +85.6% |
| 10Y | +741.1% | +63.7% | +677.4% | +639.1% |
| All | +1,252.0% | -86.5% | +1,338.5% | +1,146.5% |
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