+677.4%
MSTR vs CAH
+295.7%
+381.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +7.7% | -2.2% | +10.0% | +8.3% |
| 30D | +36.3% | +1.2% | +35.2% | +35.9% |
| 3M | +13.4% | +13.1% | +0.3% | +10.2% |
| 6M | -4.5% | +8.5% | -13.0% | -6.6% |
| YTD | -12.7% | +17.6% | -30.3% | -16.7% |
| 1Y | -59.6% | +60.7% | -120.3% | -64.7% |
| 3Y | +272.5% | +183.2% | +89.3% | +173.2% |
| 5Y | +107.1% | +402.2% | -295.0% | +31.6% |
| 10Y | +677.4% | +302.3% | +375.1% | +361.4% |
| All | +677.4% | +295.7% | +381.6% | +361.4% |
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