+526.8%
MSTR vs CHD
+180.1%
+346.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | -10.7% | +2.4% | -13.1% | -10.8% |
| 30D | -21.6% | +13.9% | -35.5% | -22.0% |
| 3M | +24.4% | +8.5% | +15.9% | +23.9% |
| 6M | -35.5% | +20.4% | -55.8% | -36.2% |
| YTD | -20.3% | +34.5% | -54.9% | -22.1% |
| 1Y | -49.3% | +33.8% | -83.1% | -50.4% |
| 3Y | +137.8% | +29.1% | +108.6% | +128.0% |
| 5Y | +48.3% | +31.2% | +17.1% | +39.2% |
| 10Y | +526.8% | +193.1% | +333.6% | +411.7% |
| All | +526.8% | +180.1% | +346.7% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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