-49.3%
MSTR vs CTAS
+24.0%
-73.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.4% |
| 7D | -10.7% | +0.7% | -11.4% | -10.6% |
| 30D | -21.6% | +11.3% | -32.9% | -19.4% |
| 3M | +24.4% | +11.4% | +13.0% | +27.4% |
| 6M | -35.5% | +35.6% | -71.1% | -28.6% |
| YTD | -20.3% | +20.7% | -41.0% | -14.0% |
| 1Y | -49.3% | +22.8% | -72.1% | -43.7% |
| All | -49.3% | +24.0% | -73.3% | -43.7% |
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