+1,658.0%
MSTR vs ACWI
+330.1%
+1,327.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -4.5% |
| 7D | -8.7% | -4.0% | -4.7% | -3.4% |
| 30D | -21.4% | -5.8% | -15.6% | -14.5% |
| 3M | +31.4% | -5.0% | +36.5% | +42.4% |
| 6M | -30.8% | +0.7% | -31.5% | -29.8% |
| YTD | -14.9% | +8.4% | -23.3% | -19.7% |
| 1Y | -49.3% | +10.1% | -59.4% | -53.0% |
| 3Y | +184.8% | +70.8% | +114.1% | +70.8% |
| 5Y | +62.1% | +55.4% | +6.8% | +21.4% |
| 10Y | +580.0% | +223.3% | +356.6% | +168.2% |
| All | +1,658.0% | +330.1% | +1,327.9% | +428.4% |
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