-56.4%
MSTR vs CAT
+97.5%
-153.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.2% |
| 7D | +12.2% | +1.7% | +10.5% | +11.3% |
| 30D | +45.2% | -6.6% | +51.7% | +49.8% |
| 3M | +10.4% | -13.3% | +23.7% | +14.4% |
| 6M | -2.5% | +11.6% | -14.1% | -15.8% |
| YTD | -6.0% | +42.9% | -49.0% | -28.4% |
| 1Y | -56.4% | +95.4% | -151.8% | -76.6% |
| All | -56.4% | +97.5% | -153.9% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling