+1,192.5%
MSTR vs AJG
+5,181.5%
-3,989.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -2.7% |
| 7D | +9.3% | -3.8% | +13.1% | +11.2% |
| 30D | +36.5% | +1.6% | +34.9% | +35.5% |
| 3M | +7.3% | +18.6% | -11.3% | -1.3% |
| 6M | +2.2% | +10.9% | -8.6% | -4.0% |
| YTD | -10.2% | -2.0% | -8.2% | -11.3% |
| 1Y | -58.6% | -14.9% | -43.7% | -56.8% |
| 3Y | +283.2% | +13.4% | +269.8% | +243.3% |
| 5Y | +113.8% | +83.2% | +30.5% | +60.0% |
| 10Y | +690.7% | +484.3% | +206.5% | +258.6% |
| All | +1,192.5% | +5,181.5% | -3,989.0% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling