-59.6%
MSTR vs CAI
-31.0%
-28.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.0% |
| 7D | +7.7% | -3.1% | +10.8% | +8.6% |
| 30D | +36.3% | +2.7% | +33.6% | +35.7% |
| 3M | +13.4% | +41.7% | -28.3% | +5.7% |
| 6M | -4.5% | +26.5% | -31.0% | -10.3% |
| YTD | -12.7% | -10.9% | -1.7% | -14.4% |
| 1Y | -59.6% | -29.2% | -30.4% | -57.9% |
| All | -59.6% | -31.0% | -28.6% | -57.9% |
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