-47.4%
MSTR vs CTAS
+22.8%
-70.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.5% |
| 7D | -4.0% | -0.7% | -3.2% | -4.1% |
| 30D | -18.6% | +10.3% | -28.9% | -16.6% |
| 3M | +25.6% | +10.2% | +15.4% | +28.3% |
| 6M | -33.1% | +34.4% | -67.4% | -26.1% |
| YTD | -17.3% | +19.6% | -36.9% | -11.0% |
| All | -47.4% | +22.8% | -70.2% | -41.7% |
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 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