+353.3%
MSTR vs ACHR
-42.6%
+395.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.2% |
| 7D | +9.3% | +4.9% | +4.5% | +7.5% |
| 30D | +36.5% | +4.3% | +32.2% | +33.0% |
| 3M | +7.3% | +1.7% | +5.6% | +4.5% |
| 6M | +2.2% | -6.9% | +9.1% | +2.4% |
| YTD | -10.2% | -22.5% | +12.3% | -3.9% |
| 1Y | -58.6% | -31.5% | -27.1% | -54.5% |
| 3Y | +283.2% | -14.4% | +297.6% | +231.3% |
| 5Y | +113.8% | -41.6% | +155.4% | +36.7% |
| All | +353.3% | -42.6% | +395.8% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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