+521.9%
MSTR vs ACM
+130.8%
+391.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -14.2% | +3.0% | -17.2% | -15.8% |
| 30D | -19.9% | +19.7% | -39.5% | -28.3% |
| 3M | +27.3% | +5.3% | +22.0% | +22.2% |
| 6M | -37.6% | -10.8% | -26.8% | -34.8% |
| YTD | -19.5% | -25.1% | +5.6% | -7.5% |
| 1Y | -47.1% | -45.8% | -1.3% | -24.7% |
| 3Y | +140.3% | -9.4% | +149.7% | +151.2% |
| 5Y | +49.5% | +4.8% | +44.7% | +51.3% |
| 10Y | +521.9% | +129.8% | +392.1% | +357.7% |
| All | +521.9% | +130.8% | +391.0% | +357.7% |
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