-42.3%
MSTR vs CHWY
-28.3%
-14.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +3.1% |
| 7D | -1.8% | +13.4% | -15.2% | -5.8% |
| 30D | -13.3% | +28.4% | -41.7% | -20.7% |
| 3M | +46.0% | -2.9% | +48.9% | +47.6% |
| 6M | -22.4% | -4.7% | -17.7% | -20.9% |
| YTD | -6.2% | -29.2% | +23.0% | -2.1% |
| 1Y | -42.3% | -30.7% | -11.5% | -39.7% |
| All | -42.3% | -28.3% | -14.0% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling