+731.6%
MSTR vs CTAS
+652.1%
+79.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +12.2% | -1.8% | +14.0% | +13.5% |
| 30D | +45.2% | -0.2% | +45.4% | +45.4% |
| 3M | +10.4% | +11.7% | -1.3% | +1.8% |
| 6M | -2.5% | +0.7% | -3.2% | -4.8% |
| YTD | -6.0% | +7.4% | -13.4% | -12.3% |
| 1Y | -56.4% | -2.1% | -54.3% | -57.1% |
| 3Y | +306.3% | +62.9% | +243.3% | +185.9% |
| 5Y | +100.5% | +111.9% | -11.4% | +25.8% |
| All | +731.6% | +652.1% | +79.6% | +212.7% |
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