+413.8%
MSTR vs CAVA
+44.7%
+369.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +12.2% | -9.2% | +21.4% | +16.6% |
| 30D | +45.2% | -8.2% | +53.3% | +49.0% |
| 3M | +10.4% | -15.3% | +25.7% | +15.0% |
| 6M | -2.5% | -23.6% | +21.1% | +6.0% |
| YTD | -6.0% | +3.5% | -9.5% | -11.1% |
| 1Y | -56.4% | -7.9% | -48.5% | -57.0% |
| 3Y | +306.3% | +38.7% | +267.6% | +284.1% |
| All | +413.8% | +44.7% | +369.2% | +402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling