+1,252.0%
MSTR vs CHRW
+4,208.3%
-2,956.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +12.2% | -1.4% | +13.6% | +12.9% |
| 30D | +45.2% | -3.5% | +48.6% | +46.9% |
| 3M | +10.4% | -19.4% | +29.8% | +18.2% |
| 6M | -2.5% | -21.4% | +18.9% | +4.6% |
| YTD | -6.0% | -7.1% | +1.1% | -7.0% |
| 1Y | -56.4% | +17.8% | -74.2% | -61.7% |
| 3Y | +306.3% | +78.8% | +227.5% | +188.7% |
| 5Y | +100.5% | +83.5% | +17.0% | +43.0% |
| 10Y | +741.1% | +160.2% | +580.8% | +397.0% |
| All | +1,252.0% | +4,208.3% | -2,956.3% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling