+40.9%
MSTR vs CTAS
+118.4%
-77.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.6% |
| 7D | -11.5% | +0.5% | -12.0% | -12.0% |
| 30D | -24.8% | +10.2% | -35.1% | -31.5% |
| 3M | +20.6% | +12.1% | +8.6% | +8.1% |
| 6M | -38.0% | +38.3% | -76.2% | -56.5% |
| YTD | -24.7% | +21.9% | -46.6% | -40.7% |
| 1Y | -49.1% | +24.0% | -73.1% | -61.1% |
| 3Y | +124.7% | +75.1% | +49.6% | -6.1% |
| 5Y | +40.9% | +116.9% | -76.0% | -65.1% |
| All | +40.9% | +118.4% | -77.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling