+1,146.1%
MSTR vs CNH
+28.6%
+1,117.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -7.6% |
| 7D | -8.7% | -0.4% | -8.3% | -8.6% |
| 30D | -21.4% | -15.2% | -6.2% | -15.9% |
| 3M | +31.4% | +4.3% | +27.2% | +27.6% |
| 6M | -30.8% | +10.1% | -40.9% | -35.8% |
| YTD | -14.9% | +23.2% | -38.1% | -25.7% |
| 1Y | -49.3% | +8.5% | -57.8% | -53.3% |
| 3Y | +184.8% | +4.1% | +180.8% | +162.6% |
| 5Y | +62.1% | -17.8% | +80.0% | +66.3% |
| 10Y | +580.0% | +113.3% | +466.6% | +397.3% |
| All | +1,146.1% | +28.6% | +1,117.5% | +936.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling