+526.8%
MSTR vs CAH
+422.4%
+104.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | -10.7% | +9.4% | -20.2% | -12.5% |
| 30D | -21.6% | +16.5% | -38.1% | -24.2% |
| 3M | +24.4% | +17.0% | +7.4% | +20.0% |
| 6M | -35.5% | +51.4% | -86.9% | -41.6% |
| YTD | -20.3% | +36.0% | -56.3% | -26.6% |
| 1Y | -49.3% | +36.0% | -85.3% | -53.4% |
| 3Y | +137.8% | +177.5% | -39.7% | +74.6% |
| 5Y | +48.3% | +509.2% | -460.9% | -12.5% |
| 10Y | +526.8% | +408.1% | +118.7% | +245.7% |
| All | +526.8% | +422.4% | +104.4% | +245.7% |
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