+137.8%
MSTR vs ACWI
+74.9%
+62.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.4% |
| 7D | -10.7% | -0.2% | -10.6% | -10.4% |
| 30D | -21.6% | -3.3% | -18.3% | -13.6% |
| 3M | +24.4% | -3.4% | +27.8% | +39.1% |
| 6M | -35.5% | +0.8% | -36.3% | -35.2% |
| YTD | -20.3% | +10.7% | -31.0% | -36.0% |
| 1Y | -49.3% | +11.6% | -60.9% | -60.2% |
| 3Y | +137.8% | +73.4% | +64.4% | -3.8% |
| All | +137.8% | +74.9% | +62.9% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling