+320.1%
MSTR vs CART
+41.0%
+279.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.5% |
| 7D | -1.8% | +1.4% | -3.2% | -2.3% |
| 30D | -13.3% | +29.7% | -43.0% | -22.2% |
| 3M | +46.0% | +29.7% | +16.2% | +31.0% |
| 6M | -22.4% | +36.8% | -59.2% | -32.8% |
| YTD | -6.2% | +31.7% | -37.9% | -18.0% |
| 1Y | -42.3% | +62.4% | -104.7% | -53.9% |
| 3Y | +214.0% | +120.1% | +93.9% | +110.0% |
| All | +320.1% | +41.0% | +279.1% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling