-47.1%
MSTR vs CNH
+31.1%
-78.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -14.2% | +6.7% | -20.8% | -15.0% |
| 30D | -19.9% | +7.2% | -27.1% | -20.6% |
| 3M | +27.3% | +17.5% | +9.8% | +23.9% |
| 6M | -37.6% | +15.0% | -52.5% | -38.3% |
| YTD | -19.5% | +36.8% | -56.3% | -22.9% |
| 1Y | -47.1% | +27.6% | -74.8% | -49.5% |
| All | -47.1% | +31.1% | -78.2% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling