+181.3%
MSTR vs CASY
+154.8%
+26.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -10.1% |
| 7D | -8.7% | +1.8% | -10.5% | -9.4% |
| 30D | -21.4% | +11.2% | -32.6% | -25.2% |
| 3M | +31.4% | -19.1% | +50.5% | +42.4% |
| 6M | -30.8% | -19.9% | -10.9% | -25.4% |
| YTD | -14.9% | +25.2% | -40.1% | -31.8% |
| 1Y | -49.3% | +31.6% | -80.9% | -61.2% |
| All | +181.3% | +154.8% | +26.6% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling