+281.1%
MSTR vs CART
+37.6%
+243.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.4% | -6.9% | -8.3% |
| 7D | -8.7% | +1.2% | -9.9% | -9.0% |
| 30D | -21.4% | +27.1% | -48.5% | -28.9% |
| 3M | +31.4% | +27.4% | +4.0% | +18.9% |
| 6M | -30.8% | +32.1% | -62.9% | -39.1% |
| YTD | -14.9% | +28.5% | -43.4% | -24.9% |
| 1Y | -49.3% | +58.8% | -108.1% | -59.1% |
| 3Y | +184.8% | +114.8% | +70.1% | +92.5% |
| All | +281.1% | +37.6% | +243.5% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling