+690.7%
MSTR vs CHRW
+168.2%
+522.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.0% |
| 7D | +9.3% | +1.9% | +7.4% | +8.6% |
| 30D | +36.5% | +0.9% | +35.6% | +35.8% |
| 3M | +7.3% | -19.9% | +27.2% | +14.6% |
| 6M | +2.2% | -15.8% | +18.0% | +6.2% |
| YTD | -10.2% | -5.6% | -4.6% | -12.1% |
| 1Y | -58.6% | +21.0% | -79.7% | -64.3% |
| 3Y | +283.2% | +86.0% | +197.2% | +157.0% |
| 5Y | +113.8% | +88.6% | +25.1% | +48.0% |
| 10Y | +690.7% | +169.3% | +521.4% | +370.3% |
| All | +690.7% | +168.2% | +522.5% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CHRW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling