+371.3%
MSTR vs CAVA
+33.0%
+338.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.5% |
| 7D | -8.3% | -8.0% | -0.3% | -5.2% |
| 30D | +38.1% | -19.6% | +57.7% | +50.3% |
| 3M | +9.0% | -36.7% | +45.7% | +28.7% |
| 6M | -5.3% | -30.6% | +25.3% | +6.9% |
| YTD | -13.8% | -4.8% | -9.0% | -15.7% |
| 1Y | -59.8% | -13.1% | -46.7% | -59.5% |
| 3Y | +282.2% | +48.8% | +233.4% | +270.5% |
| All | +371.3% | +33.0% | +338.2% | +376.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 10y: compounded portfolio wealth divided by compounded CAVA 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…
10y analysis · Full analysis span regression · 6 months rolling