-59.8%
MSTR vs AJG
-17.2%
-42.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | -8.3% | -8.3% | 0.0% | -8.4% |
| 30D | +38.1% | -5.7% | +43.8% | +37.8% |
| 3M | +9.0% | +9.1% | -0.1% | +9.6% |
| 6M | -5.3% | +15.2% | -20.5% | -4.7% |
| YTD | -13.8% | -6.3% | -7.5% | -14.6% |
| 1Y | -59.8% | -19.1% | -40.7% | -58.0% |
| All | -59.8% | -17.2% | -42.6% | -58.0% |
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 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