-66.0%
MSTR vs CAI
-5.3%
-60.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.9% |
| 7D | -4.0% | -20.3% | +16.4% | +0.8% |
| 30D | -18.6% | -13.9% | -4.7% | -15.7% |
| 3M | +25.6% | +12.4% | +13.1% | +22.9% |
| 6M | -33.1% | +58.3% | -91.4% | -38.2% |
| YTD | -17.3% | -5.2% | -12.1% | -20.4% |
| 1Y | -48.1% | -0.2% | -47.9% | -50.4% |
| All | -66.0% | -5.3% | -60.7% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling