-45.6%
MSTR vs ACWI
+10.2%
-55.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -2.4% | +1.1% | +5.7% |
| 30D | -15.9% | -5.2% | -10.7% | -1.8% |
| 3M | +33.1% | -4.8% | +38.0% | +55.8% |
| 6M | -31.0% | -1.3% | -29.7% | -25.7% |
| YTD | -15.1% | +8.4% | -23.5% | -23.9% |
| 1Y | -45.6% | +11.0% | -56.7% | -52.9% |
| All | -45.6% | +10.2% | -55.8% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling