+137.8%
MSTR vs ACM
-7.4%
+145.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | -10.7% | +6.6% | -17.3% | -14.5% |
| 30D | -21.6% | +19.8% | -41.3% | -30.5% |
| 3M | +24.4% | -3.1% | +27.5% | +25.7% |
| 6M | -35.5% | -11.5% | -24.0% | -31.0% |
| YTD | -20.3% | -24.7% | +4.4% | -4.9% |
| 1Y | -49.3% | -45.1% | -4.3% | -15.5% |
| 3Y | +137.8% | -8.9% | +146.7% | +186.3% |
| All | +137.8% | -7.4% | +145.1% | +186.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling