+570.4%
MSTR vs CASY
+553.2%
+17.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | -15.9% | +8.7% | -24.6% | -19.0% |
| 3M | +33.1% | -17.3% | +50.4% | +41.5% |
| 6M | -31.0% | -19.7% | -11.3% | -27.0% |
| YTD | -15.1% | +24.8% | -40.0% | -26.3% |
| 1Y | -45.6% | +31.9% | -77.5% | -54.2% |
| 3Y | +180.5% | +155.4% | +25.1% | +78.2% |
| 5Y | +61.7% | +250.6% | -188.9% | -8.7% |
| All | +570.4% | +553.2% | +17.3% | +217.4% |
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