+1,255.1%
MSTR vs CARR
+441.9%
+813.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | +12.2% | +1.6% | +10.6% | +11.4% |
| 30D | +45.2% | -8.7% | +53.9% | +52.5% |
| 3M | +10.4% | -12.6% | +23.0% | +16.8% |
| 6M | -2.5% | -1.5% | -0.9% | -5.0% |
| YTD | -6.0% | +14.3% | -20.3% | -16.9% |
| 1Y | -56.4% | -4.6% | -51.8% | -57.2% |
| 3Y | +306.3% | +7.3% | +298.9% | +271.9% |
| 5Y | +100.5% | +11.6% | +88.8% | +67.1% |
| All | +1,255.1% | +441.9% | +813.2% | +839.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling