+320.9%
MSTR vs CART
+21.6%
+299.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +12.2% | +1.0% | +11.1% | +11.7% |
| 30D | +45.2% | +12.6% | +32.6% | +38.5% |
| 3M | +10.4% | +23.1% | -12.7% | +0.8% |
| 6M | -2.5% | +39.5% | -42.0% | -16.3% |
| YTD | -6.0% | +13.5% | -19.6% | -12.5% |
| 1Y | -56.4% | +14.9% | -71.3% | -60.1% |
| All | +320.9% | +21.6% | +299.3% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling