-46.5%
MSTR vs ACM
-46.0%
-0.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -13.4% | +5.6% | -19.1% | -15.0% |
| 30D | -22.1% | +20.8% | -42.9% | -26.4% |
| 3M | +15.0% | +11.4% | +3.5% | +10.8% |
| 6M | -37.3% | +0.9% | -38.2% | -38.5% |
| YTD | -26.5% | -24.8% | -1.7% | -19.1% |
| 1Y | -46.5% | -46.4% | 0.0% | -22.4% |
| All | -46.5% | -46.0% | -0.5% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling