+879.9%
MSTR vs CHWY
-43.2%
+923.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.1% |
| 7D | -8.3% | -13.6% | +5.3% | -3.2% |
| 30D | +38.1% | -8.5% | +46.7% | +42.3% |
| 3M | +9.0% | +8.9% | +0.1% | +4.6% |
| 6M | -5.3% | -20.5% | +15.1% | +1.5% |
| YTD | -13.8% | -38.2% | +24.3% | +1.8% |
| 1Y | -59.8% | -43.3% | -16.6% | -51.5% |
| 3Y | +282.2% | -8.5% | +290.7% | +257.6% |
| 5Y | +112.8% | -72.7% | +185.5% | +176.3% |
| All | +879.9% | -43.2% | +923.2% | +1,036.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling