-65.1%
MSTR vs CRCL
+30.9%
-96.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.2% |
| 7D | -11.2% | -12.5% | +1.3% | -7.3% |
| 30D | +33.8% | +26.9% | +6.9% | +25.8% |
| 3M | +11.5% | +14.4% | -3.0% | +7.2% |
| 6M | -7.2% | -23.5% | +16.4% | -2.9% |
| YTD | -15.4% | +13.9% | -29.3% | -21.8% |
| 1Y | -60.6% | -20.6% | -40.1% | -61.9% |
| All | -65.1% | +30.9% | -96.0% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 10y: compounded portfolio wealth divided by compounded CRCL 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…
10y analysis · Full analysis span regression · 6 months rolling