+570.4%
MSTR vs CHRW
+127.5%
+442.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -15.9% | -7.3% | -8.6% | -13.9% |
| 3M | +33.1% | -14.2% | +47.3% | +39.2% |
| 6M | -31.0% | -25.1% | -5.9% | -25.6% |
| YTD | -15.1% | -21.2% | +6.0% | -12.1% |
| 1Y | -45.6% | -14.2% | -31.5% | -45.8% |
| 3Y | +180.5% | +63.5% | +117.0% | +94.1% |
| 5Y | +61.7% | +49.6% | +12.1% | +20.9% |
| All | +570.4% | +127.5% | +442.9% | +318.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling