+308.9%
MSTR vs ACWI
+76.1%
+232.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | +12.2% | +0.5% | +11.7% | +11.2% |
| 30D | +45.2% | +0.9% | +44.3% | +43.1% |
| 3M | +10.4% | +2.4% | +8.0% | +5.3% |
| 6M | -2.5% | +12.4% | -14.9% | -26.4% |
| YTD | -6.0% | +15.2% | -21.2% | -32.3% |
| 1Y | -56.4% | +22.7% | -79.1% | -73.2% |
| All | +308.9% | +76.1% | +232.8% | +26.7% |
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