+310.8%
MSTR vs MAGS
+186.6%
+124.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.7% |
| 7D | +9.3% | +1.2% | +8.1% | +8.0% |
| 30D | +36.5% | -0.1% | +36.6% | +37.5% |
| 3M | +7.3% | +3.8% | +3.5% | +3.0% |
| 6M | +2.2% | +13.2% | -11.0% | -11.5% |
| YTD | -10.2% | +4.7% | -14.9% | -13.3% |
| 1Y | -58.6% | +14.4% | -73.0% | -64.1% |
| 3Y | +283.2% | +128.6% | +154.6% | +78.9% |
| All | +310.8% | +186.6% | +124.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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