+108.8%
MSTR vs CHWY
-72.6%
+181.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.9% |
| 7D | -11.2% | -12.0% | +0.8% | -5.9% |
| 30D | +33.8% | -6.2% | +40.0% | +37.2% |
| 3M | +11.5% | +5.5% | +5.9% | +7.3% |
| 6M | -7.2% | -17.8% | +10.6% | -0.6% |
| YTD | -15.4% | -36.2% | +20.8% | +2.1% |
| 1Y | -60.6% | -40.0% | -20.7% | -51.8% |
| 3Y | +260.8% | -8.3% | +269.1% | +223.3% |
| 5Y | +108.8% | -71.9% | +180.7% | +185.4% |
| All | +108.8% | -72.6% | +181.5% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling