+1,142.8%
MSTR vs CARR
+421.5%
+721.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.1% |
| 7D | -8.3% | -3.8% | -4.5% | -6.3% |
| 30D | +38.1% | -8.9% | +47.0% | +45.3% |
| 3M | +9.0% | -17.3% | +26.3% | +19.4% |
| 6M | -5.3% | -1.4% | -3.9% | -8.0% |
| YTD | -13.8% | +10.0% | -23.8% | -22.2% |
| 1Y | -59.8% | -6.4% | -53.5% | -60.1% |
| 3Y | +282.2% | +1.5% | +280.6% | +260.7% |
| 5Y | +112.8% | +9.3% | +103.5% | +80.5% |
| All | +1,142.8% | +421.5% | +721.3% | +779.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling