-42.3%
MSTR vs CAT
+5.5%
-47.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.2% | +10.3% | +7.7% |
| 7D | -1.8% | -17.1% | +15.3% | +7.8% |
| 30D | -13.3% | -30.1% | +16.8% | +4.3% |
| 3M | +46.0% | -32.4% | +78.4% | +78.2% |
| 6M | -22.4% | -32.1% | +9.7% | -10.9% |
| YTD | -6.2% | +4.1% | -10.3% | -24.3% |
| 1Y | -42.3% | +8.9% | -51.2% | -57.0% |
| All | -42.3% | +5.5% | -47.8% | -57.0% |
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