-61.3%
MSTR vs CRCL
+47.9%
-109.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +12.2% | +17.1% | -4.9% | +7.0% |
| 30D | +45.2% | +61.3% | -16.1% | +26.8% |
| 3M | +10.4% | +12.7% | -2.3% | +5.8% |
| 6M | -2.5% | -3.1% | +0.6% | -4.7% |
| YTD | -6.0% | +28.7% | -34.7% | -16.5% |
| 1Y | -56.4% | -13.1% | -43.3% | -59.4% |
| All | -61.3% | +47.9% | -109.2% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling