-47.1%
MSTR vs CASY
+34.1%
-81.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +1.0% |
| 7D | -14.2% | +5.8% | -20.0% | -14.2% |
| 30D | -19.9% | +10.7% | -30.6% | -20.1% |
| 3M | +27.3% | -13.9% | +41.2% | +28.6% |
| 6M | -37.6% | -18.4% | -19.1% | -34.1% |
| YTD | -19.5% | +29.6% | -49.1% | -20.6% |
| 1Y | -47.1% | +32.8% | -79.9% | -47.0% |
| All | -47.1% | +34.1% | -81.2% | -47.0% |
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