-60.6%
MSTR vs CRCL
-24.7%
-35.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.7% |
| 7D | -11.2% | -12.5% | +1.3% | -5.1% |
| 30D | +33.8% | +26.9% | +6.9% | +20.8% |
| 3M | +11.5% | +14.4% | -3.0% | +4.1% |
| 6M | -7.2% | -23.5% | +16.4% | -0.8% |
| YTD | -15.4% | +13.9% | -29.3% | -29.6% |
| 1Y | -60.6% | -20.6% | -40.1% | -62.0% |
| All | -60.6% | -24.7% | -35.9% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling