+49.9%
MSTR vs ACM
-2.7%
+52.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | +5.4% | -6.6% | -5.8% |
| 30D | -15.9% | +15.1% | -31.1% | -26.3% |
| 3M | +33.1% | -10.5% | +43.6% | +45.5% |
| 6M | -31.0% | -19.7% | -11.3% | -17.9% |
| YTD | -15.1% | -28.8% | +13.7% | +10.7% |
| 1Y | -45.6% | -47.9% | +2.2% | +4.1% |
| 3Y | +180.5% | -12.4% | +192.9% | +164.6% |
| All | +49.9% | -2.7% | +52.6% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling