+943.7%
MSTR vs ACI
+34.0%
+909.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -3.8% |
| 7D | -10.7% | -0.6% | -10.1% | -10.7% |
| 30D | -21.6% | +9.5% | -31.1% | -22.3% |
| 3M | +24.4% | +10.1% | +14.3% | +23.0% |
| 6M | -35.5% | -15.4% | -20.1% | -34.8% |
| YTD | -20.3% | -19.5% | -0.8% | -19.3% |
| 1Y | -49.3% | -21.0% | -28.3% | -48.6% |
| 3Y | +137.8% | -31.2% | +169.0% | +143.2% |
| 5Y | +48.3% | -40.6% | +88.9% | +50.1% |
| All | +943.7% | +34.0% | +909.8% | +1,001.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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