+275.2%
MSTR vs CHWY
-8.9%
+284.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.7% |
| 7D | -11.2% | -12.0% | +0.8% | -7.4% |
| 30D | +33.8% | -6.2% | +40.0% | +36.3% |
| 3M | +11.5% | +5.5% | +5.9% | +8.6% |
| 6M | -7.2% | -17.8% | +10.6% | -2.1% |
| YTD | -15.4% | -36.2% | +20.8% | -3.1% |
| 1Y | -60.6% | -40.0% | -20.7% | -54.4% |
| All | +275.2% | -8.9% | +284.1% | +310.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling