+736.9%
MSTR vs ACM
+127.0%
+609.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +12.2% | -3.7% | +15.9% | +14.8% |
| 30D | +45.2% | -11.1% | +56.3% | +54.5% |
| 3M | +10.4% | -8.0% | +18.4% | +13.8% |
| 6M | -2.5% | -29.7% | +27.2% | +18.2% |
| YTD | -6.0% | -29.4% | +23.3% | +11.9% |
| 1Y | -56.4% | -46.4% | -10.0% | -37.7% |
| 3Y | +306.3% | -22.3% | +328.6% | +365.9% |
| 5Y | +100.5% | +4.5% | +96.0% | +106.4% |
| All | +736.9% | +127.0% | +609.9% | +523.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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