-31.0%
MSTR vs CNH
+10.5%
-41.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.5% |
| 7D | -1.2% | -1.7% | +0.5% | -1.1% |
| 30D | -15.9% | -7.2% | -8.7% | -15.5% |
| 3M | +33.1% | +6.5% | +26.6% | +33.2% |
| 6M | -31.0% | +7.9% | -38.9% | -29.8% |
| All | -31.0% | +10.5% | -41.5% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling