-49.3%
MSTR vs ACGL
+22.9%
-72.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.0% |
| 7D | -10.7% | +1.3% | -12.0% | -10.1% |
| 30D | -21.6% | +14.2% | -35.8% | -14.7% |
| 3M | +24.4% | +11.1% | +13.3% | +32.4% |
| 6M | -35.5% | +16.4% | -51.8% | -27.2% |
| YTD | -20.3% | +13.8% | -34.1% | -12.4% |
| 1Y | -49.3% | +21.6% | -70.9% | -40.3% |
| All | -49.3% | +22.9% | -72.3% | -40.3% |
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