+310.0%
MSTR vs CRDO
+1,246.7%
-936.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.4% |
| 7D | -8.3% | -4.5% | -3.8% | -7.0% |
| 30D | +38.1% | -39.2% | +77.3% | +59.3% |
| 3M | +9.0% | -38.5% | +47.5% | +21.1% |
| 6M | -5.3% | +40.6% | -45.9% | -22.3% |
| YTD | -13.8% | +13.2% | -27.1% | -25.5% |
| 1Y | -59.8% | +2.3% | -62.1% | -64.7% |
| 3Y | +282.2% | +942.5% | -660.4% | +33.8% |
| All | +310.0% | +1,246.7% | -936.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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