+154.2%
MSTR vs CAT
+162.4%
-8.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.8% | -7.9% |
| 7D | -4.0% | -2.4% | -1.6% | -2.7% |
| 30D | -18.6% | -25.0% | +6.4% | +0.3% |
| 3M | +25.6% | -28.7% | +54.3% | +60.5% |
| 6M | -33.1% | -33.0% | -0.1% | -14.4% |
| YTD | -17.3% | +5.4% | -22.8% | -31.7% |
| 1Y | -48.1% | +7.3% | -55.3% | -57.9% |
| 3Y | +154.2% | +166.0% | -11.8% | +9.9% |
| All | +154.2% | +162.4% | -8.2% | +9.9% |
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