+113.8%
MSTR vs CAT
+332.8%
-219.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.2% |
| 7D | +9.3% | +5.6% | +3.8% | +4.6% |
| 30D | +36.5% | -2.3% | +38.8% | +38.8% |
| 3M | +7.3% | -10.0% | +17.3% | +12.3% |
| 6M | +2.2% | +21.2% | -19.0% | -19.7% |
| YTD | -10.2% | +44.4% | -54.6% | -39.9% |
| 1Y | -58.6% | +96.3% | -154.9% | -79.8% |
| 3Y | +283.2% | +203.9% | +79.3% | +25.7% |
| 5Y | +113.8% | +333.5% | -219.7% | -48.6% |
| All | +113.8% | +332.8% | -219.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling