+40.9%
MSTR vs ACGL
+176.7%
-135.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -11.5% | -1.2% | -10.3% | -11.3% |
| 30D | -24.8% | +12.8% | -37.6% | -27.5% |
| 3M | +20.6% | +12.3% | +8.4% | +16.5% |
| 6M | -38.0% | +15.8% | -53.8% | -40.9% |
| YTD | -24.7% | +13.9% | -38.6% | -28.7% |
| 1Y | -49.1% | +19.0% | -68.1% | -52.7% |
| 3Y | +124.7% | +33.7% | +91.0% | +86.8% |
| 5Y | +40.9% | +173.4% | -132.4% | -35.8% |
| All | +40.9% | +176.7% | -135.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling