-64.0%
MSTR vs CRCL
+34.8%
-98.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.7% |
| 7D | +7.7% | +4.9% | +2.8% | +6.4% |
| 30D | +36.3% | +38.7% | -2.3% | +24.7% |
| 3M | +13.4% | +14.7% | -1.3% | +8.8% |
| 6M | -4.5% | -16.9% | +12.4% | -2.4% |
| YTD | -12.7% | +17.3% | -29.9% | -20.1% |
| 1Y | -59.6% | -21.2% | -38.4% | -61.2% |
| All | -64.0% | +34.8% | -98.8% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling