+308.9%
MSTR vs CASY
+215.7%
+93.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +12.2% | +0.1% | +12.1% | +12.1% |
| 30D | +45.2% | -11.3% | +56.5% | +52.3% |
| 3M | +10.4% | -0.6% | +11.0% | +6.7% |
| 6M | -2.5% | +10.7% | -13.2% | -11.9% |
| YTD | -6.0% | +37.1% | -43.1% | -25.9% |
| 1Y | -56.4% | +52.3% | -108.7% | -68.4% |
| All | +308.9% | +215.7% | +93.2% | +88.7% |
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