+301.6%
MSTR vs CAVA
+38.6%
+263.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -3.0% |
| 7D | -13.4% | -1.6% | -11.9% | -13.0% |
| 30D | -22.1% | +12.9% | -34.9% | -26.3% |
| 3M | +15.0% | -19.3% | +34.3% | +24.0% |
| 6M | -37.3% | -19.5% | -17.8% | -34.0% |
| YTD | -26.5% | -0.8% | -25.8% | -29.9% |
| 1Y | -46.5% | +20.8% | -67.3% | -53.4% |
| 3Y | +121.1% | +85.7% | +35.4% | +106.9% |
| All | +301.6% | +38.6% | +263.0% | +296.3% |
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