+481.0%
MSTR vs ACM
+132.6%
+348.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.8% |
| 7D | -13.4% | +5.6% | -19.1% | -16.6% |
| 30D | -22.1% | +20.8% | -42.9% | -31.0% |
| 3M | +15.0% | +11.4% | +3.5% | +6.7% |
| 6M | -37.3% | +0.9% | -38.2% | -39.5% |
| YTD | -26.5% | -24.8% | -1.7% | -15.5% |
| 1Y | -46.5% | -46.4% | 0.0% | -22.3% |
| 3Y | +121.1% | -9.2% | +130.3% | +130.6% |
| 5Y | +37.5% | +5.0% | +32.5% | +38.4% |
| All | +481.0% | +132.6% | +348.4% | +313.6% |
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