+534.7%
MSTR vs CRBG
+117.3%
+417.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +0.9% |
| 7D | -8.3% | +0.6% | -8.9% | -8.6% |
| 30D | +38.1% | +2.6% | +35.5% | +35.4% |
| 3M | +9.0% | +24.0% | -15.0% | -5.8% |
| 6M | -5.3% | +50.5% | -55.8% | -28.3% |
| YTD | -13.8% | +17.1% | -30.9% | -22.8% |
| 1Y | -59.8% | +5.9% | -65.7% | -61.9% |
| 3Y | +282.2% | +122.7% | +159.5% | +138.8% |
| All | +534.7% | +117.3% | +417.4% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling