+1,120.6%
MSTR vs CTAS
+3,586.9%
-2,466.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | -15.9% | +12.8% | -28.7% | -21.0% |
| 3M | +33.1% | +10.3% | +22.8% | +26.5% |
| 6M | -31.0% | +32.0% | -63.0% | -41.1% |
| YTD | -15.1% | +19.1% | -34.3% | -24.2% |
| 1Y | -45.6% | +21.5% | -67.1% | -52.1% |
| 3Y | +180.5% | +76.0% | +104.5% | +104.0% |
| 5Y | +61.7% | +110.9% | -49.2% | +12.3% |
| 10Y | +578.0% | +849.8% | -271.8% | +120.7% |
| All | +1,120.6% | +3,586.9% | -2,466.2% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling