+526.8%
MSTR vs ACWI
+220.7%
+306.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.7% |
| 7D | -10.7% | -0.2% | -10.6% | -10.4% |
| 30D | -21.6% | -3.3% | -18.3% | -16.0% |
| 3M | +24.4% | -3.4% | +27.8% | +34.7% |
| 6M | -35.5% | +0.8% | -36.3% | -34.8% |
| YTD | -20.3% | +10.7% | -31.0% | -30.4% |
| 1Y | -49.3% | +11.6% | -60.9% | -56.4% |
| 3Y | +137.8% | +73.4% | +64.4% | +7.2% |
| 5Y | +48.3% | +60.2% | -11.9% | -17.0% |
| 10Y | +526.8% | +221.6% | +305.2% | +85.0% |
| All | +526.8% | +220.7% | +306.1% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling