+1,841.5%
MSTR vs ACWI
+356.8%
+1,484.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +0.5% | +11.7% | +11.7% |
| 30D | +45.2% | +0.9% | +44.3% | +44.2% |
| 3M | +10.4% | +2.4% | +8.0% | +8.4% |
| 6M | -2.5% | +12.4% | -14.9% | -14.0% |
| YTD | -6.0% | +15.2% | -21.2% | -18.7% |
| 1Y | -56.4% | +22.7% | -79.1% | -64.9% |
| 3Y | +306.3% | +75.8% | +230.5% | +131.9% |
| 5Y | +100.5% | +67.7% | +32.8% | +36.0% |
| 10Y | +741.1% | +229.0% | +512.1% | +215.7% |
| All | +1,841.5% | +356.8% | +1,484.7% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling