+283.2%
MSTR vs CARR
+7.6%
+275.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.8% |
| 7D | +9.3% | +3.2% | +6.1% | +7.6% |
| 30D | +36.5% | -7.7% | +44.2% | +42.6% |
| 3M | +7.3% | -11.9% | +19.2% | +12.8% |
| 6M | +2.2% | +2.0% | +0.2% | -4.2% |
| YTD | -10.2% | +13.2% | -23.3% | -23.1% |
| 1Y | -58.6% | -8.5% | -50.1% | -58.4% |
| 3Y | +283.2% | +5.0% | +278.2% | +246.3% |
| All | +283.2% | +7.6% | +275.5% | +246.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling