+50.7%
MSTR vs CHRW
+61.7%
-11.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -0.3% |
| 7D | -14.2% | -0.1% | -14.1% | -14.1% |
| 30D | -19.9% | -4.3% | -15.6% | -18.8% |
| 3M | +27.3% | -7.4% | +34.7% | +29.4% |
| 6M | -37.6% | -20.7% | -16.9% | -34.1% |
| YTD | -19.5% | -15.9% | -3.6% | -19.2% |
| 1Y | -47.1% | -9.9% | -37.2% | -48.7% |
| 3Y | +140.3% | +79.0% | +61.3% | +42.2% |
| All | +50.7% | +61.7% | -11.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling