+526.8%
MSTR vs CAT
+685.9%
-159.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.2% |
| 7D | -10.7% | -6.3% | -4.4% | -7.6% |
| 30D | -21.6% | -26.8% | +5.2% | -5.8% |
| 3M | +24.4% | -30.0% | +54.4% | +53.3% |
| 6M | -35.5% | -34.6% | -0.9% | -19.3% |
| YTD | -20.3% | +2.9% | -23.2% | -25.3% |
| 1Y | -49.3% | +3.3% | -52.6% | -52.6% |
| 3Y | +137.8% | +153.7% | -15.9% | +32.4% |
| 5Y | +48.3% | +207.3% | -159.0% | -24.4% |
| 10Y | +526.8% | +674.0% | -147.2% | +130.8% |
| All | +526.8% | +685.9% | -159.1% | +130.8% |
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