+142.3%
MSTR vs CART
+135.4%
+6.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -14.2% | -0.6% | -13.6% | -13.9% |
| 30D | -19.9% | +23.1% | -42.9% | -27.0% |
| 3M | +27.3% | +19.2% | +8.1% | +17.6% |
| 6M | -37.6% | +45.7% | -83.2% | -47.9% |
| YTD | -19.5% | +30.9% | -50.4% | -30.3% |
| 1Y | -47.1% | +50.2% | -97.3% | -57.2% |
| All | +142.3% | +135.4% | +6.9% | +42.4% |
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