+481.0%
MSTR vs CAT
+696.4%
-215.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | -13.4% | +7.4% | -20.9% | -17.4% |
| 30D | -22.1% | -19.7% | -2.4% | -11.6% |
| 3M | +15.0% | -29.6% | +44.6% | +41.1% |
| 6M | -37.3% | -33.2% | -4.1% | -22.7% |
| YTD | -26.5% | +5.7% | -32.2% | -32.2% |
| 1Y | -46.5% | +9.3% | -55.8% | -51.7% |
| 3Y | +121.1% | +158.3% | -37.2% | +21.6% |
| 5Y | +37.5% | +211.6% | -174.1% | -30.8% |
| All | +481.0% | +696.4% | -215.4% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling