+526.8%
MSTR vs CASY
+539.5%
-12.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -10.7% | +5.0% | -15.7% | -12.4% |
| 30D | -21.6% | +8.2% | -29.7% | -24.2% |
| 3M | +24.4% | -18.2% | +42.6% | +32.9% |
| 6M | -35.5% | -18.6% | -16.9% | -32.1% |
| YTD | -20.3% | +26.8% | -47.1% | -31.2% |
| 1Y | -49.3% | +31.6% | -80.9% | -57.2% |
| 3Y | +137.8% | +156.5% | -18.7% | +50.7% |
| 5Y | +48.3% | +258.6% | -210.3% | -16.9% |
| 10Y | +526.8% | +550.3% | -23.5% | +195.5% |
| All | +526.8% | +539.5% | -12.7% | +195.5% |
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