+481.0%
MSTR vs ACGL
+324.4%
+156.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -13.4% | +2.2% | -15.6% | -14.1% |
| 30D | -22.1% | +12.3% | -34.4% | -25.2% |
| 3M | +15.0% | +11.8% | +3.1% | +10.4% |
| 6M | -37.3% | +17.5% | -54.8% | -41.1% |
| YTD | -26.5% | +14.3% | -40.8% | -31.0% |
| 1Y | -46.5% | +18.2% | -64.6% | -50.4% |
| 3Y | +121.1% | +33.2% | +87.9% | +88.7% |
| 5Y | +37.5% | +174.3% | -136.8% | -14.7% |
| All | +481.0% | +324.4% | +156.7% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling