+120.4%
MSTR vs CNH
+11.5%
+108.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -3.8% |
| 7D | +12.2% | +23.3% | -11.1% | -1.7% |
| 30D | +45.2% | +33.5% | +11.7% | +20.9% |
| 3M | +10.4% | +32.7% | -22.3% | -9.3% |
| 6M | -2.5% | +22.2% | -24.7% | -17.2% |
| YTD | -6.0% | +57.7% | -63.7% | -33.9% |
| 1Y | -56.4% | +28.0% | -84.4% | -64.7% |
| 3Y | +306.3% | +11.5% | +294.7% | +247.9% |
| All | +120.4% | +11.5% | +108.9% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling