-42.3%
MSTR vs CAI
+12.6%
-54.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.8% |
| 7D | -1.8% | -6.3% | +4.5% | -0.2% |
| 30D | -13.3% | +9.3% | -22.6% | -15.2% |
| 3M | +46.0% | +106.3% | -60.4% | +23.4% |
| 6M | -22.4% | +77.7% | -100.2% | -33.5% |
| YTD | -6.2% | +23.1% | -29.3% | -15.6% |
| 1Y | -42.3% | +6.5% | -48.8% | -46.0% |
| All | -42.3% | +12.6% | -54.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling