+554.5%
MSTR vs CASY
+551.3%
+3.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.8% |
| 7D | -4.0% | +3.6% | -7.5% | -5.3% |
| 30D | -18.6% | +7.2% | -25.8% | -21.1% |
| 3M | +25.6% | -16.9% | +42.5% | +33.2% |
| 6M | -33.1% | -19.3% | -13.7% | -29.3% |
| YTD | -17.3% | +25.6% | -43.0% | -28.4% |
| 1Y | -48.1% | +30.2% | -78.2% | -56.0% |
| 3Y | +154.2% | +154.9% | -0.7% | +61.6% |
| 5Y | +46.2% | +252.1% | -205.9% | -17.6% |
| 10Y | +554.5% | +535.8% | +18.7% | +209.1% |
| All | +554.5% | +551.3% | +3.2% | +209.1% |
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