+113.8%
MSTR vs CAH
+400.8%
-287.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.8% |
| 7D | +9.3% | +0.5% | +8.8% | +9.3% |
| 30D | +36.5% | +1.7% | +34.8% | +35.9% |
| 3M | +7.3% | +17.9% | -10.5% | +2.4% |
| 6M | +2.2% | +10.9% | -8.7% | -1.0% |
| YTD | -10.2% | +17.9% | -28.0% | -15.4% |
| 1Y | -58.6% | +61.7% | -120.3% | -66.3% |
| 3Y | +283.2% | +183.7% | +99.4% | +109.7% |
| 5Y | +113.8% | +401.3% | -287.6% | -24.2% |
| All | +113.8% | +400.8% | -287.0% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling