+521.9%
MSTR vs CAH
+411.5%
+110.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -14.2% | +5.9% | -20.1% | -15.3% |
| 30D | -19.9% | +16.5% | -36.4% | -22.6% |
| 3M | +27.3% | +15.7% | +11.6% | +23.1% |
| 6M | -37.6% | +52.7% | -90.3% | -43.6% |
| YTD | -19.5% | +36.3% | -55.8% | -25.9% |
| 1Y | -47.1% | +36.7% | -83.9% | -51.4% |
| 3Y | +140.3% | +178.2% | -37.9% | +76.3% |
| 5Y | +49.5% | +515.8% | -466.3% | -12.0% |
| 10Y | +521.9% | +411.8% | +110.0% | +241.9% |
| All | +521.9% | +411.5% | +110.4% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling