+921.5%
MSTR vs CHWY
-35.4%
+956.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.8% |
| 7D | +9.3% | -1.9% | +11.2% | +10.1% |
| 30D | +36.5% | -1.1% | +37.6% | +36.9% |
| 3M | +7.3% | +15.5% | -8.2% | +0.7% |
| 6M | +2.2% | -8.5% | +10.7% | +4.1% |
| YTD | -10.2% | -29.6% | +19.4% | +1.2% |
| 1Y | -58.6% | -44.1% | -14.5% | -49.9% |
| 3Y | +283.2% | +1.2% | +282.0% | +245.9% |
| 5Y | +113.8% | -69.4% | +183.1% | +165.4% |
| All | +921.5% | -35.4% | +956.8% | +1,029.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling