+49.9%
MSTR vs CASY
+250.1%
-200.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -1.8% |
| 30D | -15.9% | +8.7% | -24.6% | -19.9% |
| 3M | +33.1% | -17.3% | +50.4% | +44.3% |
| 6M | -31.0% | -19.7% | -11.3% | -25.5% |
| YTD | -15.1% | +24.8% | -40.0% | -32.4% |
| 1Y | -45.6% | +31.9% | -77.5% | -58.8% |
| 3Y | +180.5% | +155.4% | +25.1% | +27.2% |
| All | +49.9% | +250.1% | -200.2% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling