+1,154.2%
MSTR vs ACM
+233.2%
+921.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.1% | -8.3% |
| 7D | -8.7% | +5.1% | -13.8% | -10.6% |
| 30D | -21.4% | +11.5% | -32.9% | -25.1% |
| 3M | +31.4% | -10.5% | +41.9% | +37.4% |
| 6M | -30.8% | -20.4% | -10.5% | -24.6% |
| YTD | -14.9% | -28.9% | +13.9% | -3.3% |
| 1Y | -49.3% | -48.7% | -0.6% | -32.9% |
| 3Y | +184.8% | -12.5% | +197.3% | +201.9% |
| 5Y | +62.1% | +0.5% | +61.6% | +69.5% |
| 10Y | +580.0% | +161.2% | +418.8% | +375.7% |
| All | +1,154.2% | +233.2% | +921.0% | +652.8% |
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 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