+308.9%
MSTR vs ACM
-21.7%
+330.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +12.2% | -3.7% | +15.9% | +15.0% |
| 30D | +45.2% | -11.1% | +56.3% | +55.7% |
| 3M | +10.4% | -8.0% | +18.4% | +14.2% |
| 6M | -2.5% | -29.7% | +27.2% | +25.1% |
| YTD | -6.0% | -29.4% | +23.3% | +16.8% |
| 1Y | -56.4% | -46.4% | -10.0% | -28.2% |
| All | +308.9% | -21.7% | +330.5% | +384.8% |
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