+1,124.1%
MSTR vs CASY
+6,078.4%
-4,954.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.8% |
| 3M | +31.4% | -19.1% | +50.5% | +40.2% |
| 6M | -30.8% | -19.9% | -10.9% | -27.2% |
| YTD | -14.9% | +25.2% | -40.1% | -24.5% |
| 1Y | -49.3% | +31.6% | -80.9% | -56.1% |
| 3Y | +184.8% | +155.4% | +29.4% | +92.5% |
| 5Y | +62.1% | +251.5% | -189.4% | -2.3% |
| 10Y | +580.0% | +558.6% | +21.3% | +209.1% |
| All | +1,124.1% | +6,078.4% | -4,954.2% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling