+1,252.0%
MSTR vs ACGL
+3,809.4%
-2,557.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | +12.2% | -0.7% | +12.9% | +12.5% |
| 30D | +45.2% | -1.0% | +46.2% | +45.5% |
| 3M | +10.4% | +11.0% | -0.7% | +6.2% |
| 6M | -2.5% | -0.3% | -2.2% | -3.1% |
| YTD | -6.0% | +2.3% | -8.3% | -8.0% |
| 1Y | -56.4% | +6.4% | -62.8% | -58.1% |
| 3Y | +306.3% | +34.0% | +272.3% | +252.9% |
| 5Y | +100.5% | +161.6% | -61.2% | +39.6% |
| 10Y | +741.1% | +278.6% | +462.5% | +399.9% |
| All | +1,252.0% | +3,809.4% | -2,557.5% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling