+280.0%
MSTR vs CART
+38.4%
+241.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.2% | +3.0% | -4.2% | -2.2% |
| 30D | -15.9% | +28.6% | -44.5% | -24.2% |
| 3M | +33.1% | +29.1% | +4.1% | +19.8% |
| 6M | -31.0% | +44.7% | -75.7% | -41.4% |
| YTD | -15.1% | +29.2% | -44.4% | -25.2% |
| 1Y | -45.6% | +66.2% | -111.8% | -57.0% |
| 3Y | +180.5% | +112.8% | +67.7% | +89.9% |
| All | +280.0% | +38.4% | +241.7% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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