+659.5%
MSTR vs AJG
+473.1%
+186.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | -8.3% | -8.3% | 0.0% | -4.4% |
| 30D | +38.1% | -5.7% | +43.8% | +41.9% |
| 3M | +9.0% | +9.1% | -0.1% | +3.2% |
| 6M | -5.3% | +15.2% | -20.5% | -13.7% |
| YTD | -13.8% | -6.3% | -7.5% | -12.9% |
| 1Y | -59.8% | -19.1% | -40.7% | -56.2% |
| 3Y | +282.2% | +8.2% | +274.0% | +234.6% |
| 5Y | +112.8% | +75.6% | +37.1% | +45.4% |
| All | +659.5% | +473.1% | +186.4% | +254.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling