-42.3%
MSTR vs CTAS
+25.6%
-67.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +5.6% |
| 7D | -1.8% | +7.6% | -9.4% | -0.1% |
| 30D | -13.3% | +17.2% | -30.5% | -10.0% |
| 3M | +46.0% | +12.8% | +33.2% | +49.6% |
| 6M | -22.4% | +38.0% | -60.4% | -14.6% |
| YTD | -6.2% | +22.7% | -28.9% | +1.0% |
| 1Y | -42.3% | +25.6% | -67.9% | -36.2% |
| All | -42.3% | +25.6% | -67.9% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling