+1,150.7%
MSTR vs ACM
+233.3%
+917.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | +5.4% | -6.6% | -3.4% |
| 30D | -15.9% | +15.1% | -31.1% | -21.1% |
| 3M | +33.1% | -10.5% | +43.6% | +39.2% |
| 6M | -31.0% | -19.7% | -11.3% | -25.1% |
| YTD | -15.1% | -28.8% | +13.7% | -3.6% |
| 1Y | -45.6% | -47.9% | +2.2% | -28.7% |
| 3Y | +180.5% | -12.4% | +192.9% | +197.1% |
| 5Y | +61.7% | +0.6% | +61.1% | +68.9% |
| 10Y | +578.0% | +161.3% | +416.7% | +374.3% |
| All | +1,150.7% | +233.3% | +917.3% | +650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling