+495.5%
MSTR vs CHD
+191.9%
+303.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.5% |
| 7D | -11.5% | +0.4% | -11.9% | -11.5% |
| 30D | -24.8% | +11.6% | -36.4% | -25.2% |
| 3M | +20.6% | +10.7% | +9.9% | +20.1% |
| 6M | -38.0% | +20.2% | -58.2% | -38.7% |
| YTD | -24.7% | +34.5% | -59.2% | -26.4% |
| 1Y | -49.1% | +32.6% | -81.6% | -50.2% |
| 3Y | +124.7% | +29.1% | +95.6% | +115.4% |
| 5Y | +40.9% | +31.5% | +9.4% | +32.2% |
| All | +495.5% | +191.9% | +303.6% | +386.7% |
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