-63.0%
MSTR vs CAI
-8.1%
-54.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | +9.3% | +0.2% | +9.2% | +9.4% |
| 30D | +36.5% | +9.1% | +27.4% | +34.5% |
| 3M | +7.3% | +53.8% | -46.5% | -0.1% |
| 6M | +2.2% | +33.5% | -31.3% | -3.8% |
| YTD | -10.2% | -8.0% | -2.1% | -12.8% |
| 1Y | -58.6% | -28.7% | -29.9% | -59.6% |
| All | -63.0% | -8.1% | -54.9% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling