+959.2%
MSTR vs CARR
+394.0%
+565.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -13.4% | +3.5% | -16.9% | -15.0% |
| 30D | -22.1% | +0.4% | -22.4% | -22.0% |
| 3M | +15.0% | -14.1% | +29.0% | +25.1% |
| 6M | -37.3% | -16.7% | -20.6% | -31.9% |
| YTD | -26.5% | +4.2% | -30.7% | -31.5% |
| 1Y | -46.5% | -0.2% | -46.3% | -48.9% |
| 3Y | +121.1% | +10.9% | +110.2% | +100.7% |
| 5Y | +37.5% | +3.9% | +33.6% | +20.5% |
| All | +959.2% | +394.0% | +565.2% | +674.3% |
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