+481.0%
MSTR vs CASY
+555.0%
-74.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -13.4% | +3.6% | -17.0% | -14.6% |
| 30D | -22.1% | +9.1% | -31.1% | -24.9% |
| 3M | +15.0% | -16.5% | +31.5% | +21.9% |
| 6M | -37.3% | -19.7% | -17.6% | -33.5% |
| YTD | -26.5% | +29.3% | -55.8% | -37.1% |
| 1Y | -46.5% | +33.1% | -79.6% | -55.0% |
| 3Y | +121.1% | +158.5% | -37.4% | +39.5% |
| 5Y | +37.5% | +266.7% | -229.2% | -23.8% |
| All | +481.0% | +555.0% | -74.0% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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