+311.7%
MSTR vs CAVA
+36.5%
+275.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -4.9% |
| 7D | -11.5% | -4.4% | -7.1% | -10.0% |
| 30D | -24.8% | +8.2% | -33.1% | -27.6% |
| 3M | +20.6% | -17.4% | +38.1% | +28.9% |
| 6M | -38.0% | -25.7% | -12.3% | -32.4% |
| YTD | -24.7% | -2.3% | -22.4% | -27.7% |
| 1Y | -49.1% | +17.6% | -66.7% | -55.2% |
| 3Y | +124.7% | +84.6% | +40.1% | +111.3% |
| All | +311.7% | +36.5% | +275.1% | +308.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling