+62.1%
MSTR vs ACWI
+55.1%
+7.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | +1.7% |
| 7D | -8.7% | -4.0% | -4.7% | +3.3% |
| 30D | -21.4% | -5.8% | -15.6% | -5.5% |
| 3M | +31.4% | -5.0% | +36.5% | +56.2% |
| 6M | -30.8% | +0.7% | -31.5% | -30.4% |
| YTD | -14.9% | +8.4% | -23.3% | -29.1% |
| 1Y | -49.3% | +10.1% | -59.4% | -59.7% |
| 3Y | +184.8% | +70.8% | +114.1% | -32.2% |
| 5Y | +62.1% | +55.4% | +6.8% | -40.9% |
| All | +62.1% | +55.1% | +7.1% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling