+108.8%
MSTR vs AJG
+75.6%
+33.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -11.2% | -8.5% | -2.7% | -6.6% |
| 30D | +33.8% | -3.8% | +37.6% | +36.6% |
| 3M | +11.5% | +10.8% | +0.6% | +3.0% |
| 6M | -7.2% | +15.6% | -22.8% | -17.6% |
| YTD | -15.4% | -5.1% | -10.3% | -14.4% |
| 1Y | -60.6% | -16.0% | -44.6% | -56.5% |
| 3Y | +260.8% | +9.7% | +251.1% | +165.3% |
| 5Y | +108.8% | +77.8% | +31.0% | -25.0% |
| All | +108.8% | +75.6% | +33.3% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling