+107.1%
MSTR vs CARR
+9.5%
+97.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.3% |
| 7D | +7.7% | +0.6% | +7.1% | +7.5% |
| 30D | +36.3% | -8.7% | +45.0% | +46.5% |
| 3M | +13.4% | -18.4% | +31.8% | +30.5% |
| 6M | -4.5% | -0.6% | -3.9% | -10.6% |
| YTD | -12.7% | +10.9% | -23.6% | -27.7% |
| 1Y | -59.6% | -7.3% | -52.3% | -60.4% |
| 3Y | +272.5% | +2.9% | +269.6% | +205.7% |
| 5Y | +107.1% | +9.6% | +97.5% | +29.1% |
| All | +107.1% | +9.5% | +97.6% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling