+554.5%
MSTR vs CNH
+134.0%
+420.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.9% | -13.5% | -7.6% |
| 7D | -4.0% | +8.6% | -12.5% | -7.9% |
| 30D | -18.6% | +12.6% | -31.2% | -23.4% |
| 3M | +25.6% | +17.5% | +8.1% | +14.4% |
| 6M | -33.1% | +18.1% | -51.2% | -40.5% |
| YTD | -17.3% | +40.4% | -57.7% | -33.5% |
| 1Y | -48.1% | +34.0% | -82.1% | -57.5% |
| 3Y | +154.2% | +35.3% | +118.9% | +104.2% |
| 5Y | +46.2% | -5.1% | +51.3% | +39.1% |
| 10Y | +554.5% | +124.0% | +430.5% | +372.5% |
| All | +554.5% | +134.0% | +420.6% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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