+308.9%
MSTR vs CAT
+196.5%
+112.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.7% |
| 7D | +12.2% | +1.7% | +10.5% | +10.9% |
| 30D | +45.2% | -6.6% | +51.7% | +52.4% |
| 3M | +10.4% | -13.3% | +23.7% | +18.5% |
| 6M | -2.5% | +11.6% | -14.1% | -17.6% |
| YTD | -6.0% | +42.9% | -49.0% | -36.6% |
| 1Y | -56.4% | +95.4% | -151.8% | -79.0% |
| All | +308.9% | +196.5% | +112.4% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling