+328.1%
MSTR vs ACHR
-56.3%
+384.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.7% | -15.0% | -5.6% |
| 7D | -1.2% | +5.7% | -6.9% | -3.6% |
| 30D | -15.9% | -4.9% | -11.0% | -14.8% |
| 3M | +33.1% | -15.1% | +48.2% | +38.5% |
| 6M | -31.0% | -30.7% | -0.3% | -23.6% |
| YTD | -15.1% | -41.0% | +25.8% | -0.7% |
| 1Y | -45.6% | -50.0% | +4.4% | -32.9% |
| 3Y | +180.5% | -17.0% | +197.5% | +147.9% |
| 5Y | +61.7% | -29.4% | +91.1% | +8.2% |
| All | +328.1% | -56.3% | +384.3% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling