+317.0%
MSTR vs ACHR
-52.6%
+369.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -5.6% |
| 7D | -4.0% | +15.3% | -19.3% | -9.4% |
| 30D | -18.6% | -3.0% | -15.6% | -18.3% |
| 3M | +25.6% | -14.0% | +39.5% | +29.8% |
| 6M | -33.1% | -25.8% | -7.3% | -27.9% |
| YTD | -17.3% | -36.0% | +18.7% | -6.2% |
| 1Y | -48.1% | -41.2% | -6.9% | -39.5% |
| 3Y | +154.2% | -8.6% | +162.7% | +116.6% |
| 5Y | +46.2% | -20.6% | +66.8% | -5.5% |
| All | +317.0% | -52.6% | +369.6% | +205.6% |
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