+181.3%
MSTR vs ACGL
+35.5%
+145.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -8.7% | +6.4% | -15.1% | -8.2% |
| 30D | -21.4% | +16.6% | -38.0% | -20.4% |
| 3M | +31.4% | +11.6% | +19.9% | +32.6% |
| 6M | -30.8% | +17.5% | -48.3% | -29.8% |
| YTD | -14.9% | +15.3% | -30.2% | -14.0% |
| 1Y | -49.3% | +26.3% | -75.6% | -49.2% |
| All | +181.3% | +35.5% | +145.8% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling