+121.1%
MSTR vs CAT
+161.3%
-40.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.8% |
| 7D | -13.4% | +7.4% | -20.9% | -18.3% |
| 30D | -22.1% | -19.7% | -2.4% | -8.9% |
| 3M | +15.0% | -29.6% | +44.6% | +48.4% |
| 6M | -37.3% | -33.2% | -4.1% | -19.7% |
| YTD | -26.5% | +5.7% | -32.2% | -39.4% |
| 1Y | -46.5% | +9.3% | -55.8% | -57.5% |
| 3Y | +121.1% | +158.3% | -37.2% | -2.0% |
| All | +121.1% | +161.3% | -40.3% | -2.0% |
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