-47.4%
MSTR vs CASY
+30.1%
-77.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.6% |
| 7D | -4.0% | +3.6% | -7.5% | -4.0% |
| 30D | -18.6% | +7.2% | -25.8% | -18.9% |
| 3M | +25.6% | -16.9% | +42.5% | +26.8% |
| 6M | -33.1% | -19.3% | -13.7% | -30.1% |
| YTD | -17.3% | +25.6% | -43.0% | -18.1% |
| All | -47.4% | +30.1% | -77.5% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling