+46.2%
MSTR vs CASY
+253.8%
-207.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.9% |
| 7D | -4.0% | +3.6% | -7.5% | -5.7% |
| 30D | -18.6% | +7.2% | -25.8% | -21.9% |
| 3M | +25.6% | -16.9% | +42.5% | +35.8% |
| 6M | -33.1% | -19.3% | -13.7% | -27.9% |
| YTD | -17.3% | +25.6% | -43.0% | -34.4% |
| 1Y | -48.1% | +30.2% | -78.2% | -60.2% |
| 3Y | +154.2% | +154.9% | -0.7% | +15.6% |
| 5Y | +46.2% | +252.1% | -205.9% | -53.5% |
| All | +46.2% | +253.8% | -207.6% | -53.5% |
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 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