+154.2%
MSTR vs CNH
+32.9%
+121.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.9% | -13.5% | -6.9% |
| 7D | -4.0% | +8.6% | -12.5% | -7.3% |
| 30D | -18.6% | +12.6% | -31.2% | -22.7% |
| 3M | +25.6% | +17.5% | +8.1% | +15.5% |
| 6M | -33.1% | +18.1% | -51.2% | -39.5% |
| YTD | -17.3% | +40.4% | -57.7% | -33.6% |
| 1Y | -48.1% | +34.0% | -82.1% | -57.4% |
| 3Y | +154.2% | +35.3% | +118.9% | +108.5% |
| All | +154.2% | +32.9% | +121.3% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling