-56.4%
MSTR vs CRBG
+3.6%
-60.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +12.2% | +5.7% | +6.5% | +8.4% |
| 30D | +45.2% | +2.6% | +42.5% | +42.0% |
| 3M | +10.4% | +31.6% | -21.2% | -9.8% |
| 6M | -2.5% | +32.8% | -35.3% | -21.1% |
| YTD | -6.0% | +16.5% | -22.5% | -16.9% |
| 1Y | -56.4% | +6.1% | -62.5% | -59.4% |
| All | -56.4% | +3.6% | -60.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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