-45.6%
MSTR vs CAT
-1.7%
-43.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -1.2% | -10.3% | +9.1% | +4.4% |
| 30D | -15.9% | -31.2% | +15.3% | +1.9% |
| 3M | +33.1% | -34.7% | +67.8% | +65.5% |
| 6M | -31.0% | -39.5% | +8.5% | -14.3% |
| YTD | -15.1% | -1.7% | -13.5% | -28.6% |
| 1Y | -45.6% | -1.1% | -44.5% | -55.5% |
| All | -45.6% | -1.7% | -43.9% | -55.5% |
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