+521.9%
MSTR vs CTAS
+832.5%
-310.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -14.2% | -0.8% | -13.4% | -13.8% |
| 30D | -19.9% | +10.7% | -30.6% | -24.7% |
| 3M | +27.3% | +11.0% | +16.3% | +19.3% |
| 6M | -37.6% | +38.7% | -76.3% | -49.9% |
| YTD | -19.5% | +21.8% | -41.2% | -30.5% |
| 1Y | -47.1% | +23.6% | -70.7% | -55.0% |
| 3Y | +140.3% | +74.9% | +65.3% | +61.8% |
| 5Y | +49.5% | +119.5% | -70.0% | -10.2% |
| 10Y | +521.9% | +820.2% | -298.4% | +118.8% |
| All | +521.9% | +832.5% | -310.6% | +118.8% |
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