-42.3%
MSTR vs ACGL
+28.7%
-71.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +6.7% |
| 7D | -1.8% | +8.0% | -9.8% | +3.0% |
| 30D | -13.3% | +17.3% | -30.6% | -4.5% |
| 3M | +46.0% | +11.2% | +34.8% | +55.0% |
| 6M | -22.4% | +18.2% | -40.6% | -12.0% |
| YTD | -6.2% | +15.4% | -21.6% | +3.6% |
| 1Y | -42.3% | +26.5% | -68.8% | -32.1% |
| All | -42.3% | +28.7% | -71.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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