+279.8%
MSTR vs ACHR
-57.3%
+337.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -10.9% | +4.4% | -2.5% |
| 7D | -11.5% | +11.9% | -23.4% | -15.7% |
| 30D | -24.8% | -2.5% | -22.3% | -24.6% |
| 3M | +20.6% | -31.2% | +51.8% | +36.2% |
| 6M | -38.0% | -32.2% | -5.7% | -31.0% |
| YTD | -24.7% | -42.4% | +17.7% | -11.3% |
| 1Y | -49.1% | -49.9% | +0.9% | -37.0% |
| 3Y | +124.7% | -12.9% | +137.6% | +95.5% |
| 5Y | +40.9% | -24.6% | +65.5% | -6.0% |
| All | +279.8% | -57.3% | +337.2% | +189.1% |
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