+690.7%
MSTR vs CHD
+124.1%
+566.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.3% |
| 7D | +9.3% | -2.9% | +12.2% | +9.5% |
| 30D | +36.5% | -6.2% | +42.7% | +37.0% |
| 3M | +7.3% | +1.6% | +5.8% | +7.1% |
| 6M | +2.2% | -3.5% | +5.8% | +2.4% |
| YTD | -10.2% | +16.2% | -26.4% | -11.6% |
| 1Y | -58.6% | +3.4% | -62.0% | -58.9% |
| 3Y | +283.2% | +4.6% | +278.6% | +273.9% |
| 5Y | +113.8% | +21.1% | +92.6% | +100.6% |
| 10Y | +690.7% | +126.5% | +564.2% | +566.3% |
| All | +690.7% | +124.1% | +566.6% | +566.3% |
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