+1,252.0%
MSTR vs CHD
+5,358.2%
-4,106.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -2.7% | +14.8% | +12.8% |
| 30D | +45.2% | -4.6% | +49.8% | +46.6% |
| 3M | +10.4% | +5.0% | +5.4% | +8.6% |
| 6M | -2.5% | -3.2% | +0.7% | -2.3% |
| YTD | -6.0% | +18.6% | -24.7% | -10.6% |
| 1Y | -56.4% | +4.8% | -61.2% | -57.4% |
| 3Y | +306.3% | +6.1% | +300.1% | +287.7% |
| 5Y | +100.5% | +24.0% | +76.5% | +81.9% |
| 10Y | +741.1% | +124.5% | +616.6% | +516.6% |
| All | +1,252.0% | +5,358.2% | -4,106.2% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling