+1,124.1%
MSTR vs CAT
+4,050.1%
-2,926.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -2.9% | -6.3% |
| 7D | -8.7% | -14.5% | +5.8% | -1.6% |
| 30D | -21.4% | -35.7% | +14.3% | -3.1% |
| 3M | +31.4% | -36.3% | +67.7% | +62.4% |
| 6M | -30.8% | -38.5% | +7.7% | -14.5% |
| YTD | -14.9% | -2.5% | -12.4% | -15.6% |
| 1Y | -49.3% | -1.9% | -47.4% | -49.9% |
| 3Y | +184.8% | +139.2% | +45.6% | +89.7% |
| 5Y | +62.1% | +192.1% | -130.0% | +0.6% |
| 10Y | +580.0% | +732.3% | -152.3% | +157.3% |
| All | +1,124.1% | +4,050.1% | -2,926.0% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling