+180.5%
MSTR vs CTAS
+75.4%
+105.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -15.9% | +12.8% | -28.7% | -19.7% |
| 3M | +33.1% | +10.3% | +22.8% | +28.2% |
| 6M | -31.0% | +32.0% | -63.0% | -39.4% |
| YTD | -15.1% | +19.1% | -34.3% | -21.7% |
| 1Y | -45.6% | +21.5% | -67.1% | -50.7% |
| 3Y | +180.5% | +76.0% | +104.5% | +178.9% |
| All | +180.5% | +75.4% | +105.1% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling