-56.4%
MSTR vs AJG
-12.9%
-43.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +12.2% | -1.8% | +14.0% | +12.1% |
| 30D | +45.2% | +4.6% | +40.5% | +45.2% |
| 3M | +10.4% | +24.9% | -14.5% | +11.2% |
| 6M | -2.5% | +17.2% | -19.7% | -1.8% |
| YTD | -6.0% | +2.2% | -8.2% | -6.7% |
| 1Y | -56.4% | -11.5% | -44.9% | -54.6% |
| All | -56.4% | -12.9% | -43.5% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling