-47.4%
MSTR vs CAT
+6.0%
-53.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.8% | -6.2% |
| 7D | -4.0% | -2.4% | -1.6% | -3.0% |
| 30D | -18.6% | -25.0% | +6.4% | -5.7% |
| 3M | +25.6% | -28.7% | +54.3% | +49.3% |
| 6M | -33.1% | -33.0% | -0.1% | -21.9% |
| YTD | -17.3% | +5.4% | -22.8% | -33.9% |
| All | -47.4% | +6.0% | -53.4% | -58.8% |
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 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