+554.5%
MSTR vs CTAS
+848.9%
-294.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -4.0% | -0.7% | -3.2% | -3.5% |
| 30D | -18.6% | +10.3% | -28.9% | -23.4% |
| 3M | +25.6% | +10.2% | +15.4% | +18.2% |
| 6M | -33.1% | +34.4% | -67.4% | -45.3% |
| YTD | -17.3% | +19.6% | -36.9% | -27.9% |
| 1Y | -48.1% | +21.8% | -69.9% | -55.5% |
| 3Y | +154.2% | +74.1% | +80.1% | +71.5% |
| 5Y | +46.2% | +114.0% | -67.8% | -11.0% |
| 10Y | +554.5% | +813.9% | -259.4% | +130.7% |
| All | +554.5% | +848.9% | -294.4% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling