+526.8%
MSTR vs CNH
+107.8%
+419.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -1.6% |
| 7D | -10.7% | +4.5% | -15.3% | -12.9% |
| 30D | -21.6% | +7.6% | -29.2% | -24.7% |
| 3M | +24.4% | +17.0% | +7.4% | +13.5% |
| 6M | -35.5% | +12.9% | -48.4% | -41.5% |
| YTD | -20.3% | +34.3% | -54.6% | -34.6% |
| 1Y | -49.3% | +28.5% | -77.9% | -57.7% |
| 3Y | +137.8% | +31.9% | +105.9% | +93.2% |
| 5Y | +48.3% | -9.6% | +57.9% | +44.2% |
| 10Y | +526.8% | +106.3% | +420.5% | +365.1% |
| All | +526.8% | +107.8% | +419.0% | +365.1% |
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