+282.2%
MSTR vs CRH
+70.5%
+211.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.1% |
| 7D | -8.3% | -6.1% | -2.2% | -3.7% |
| 30D | +38.1% | -9.3% | +47.4% | +48.7% |
| 3M | +9.0% | -15.2% | +24.2% | +22.4% |
| 6M | -5.3% | -14.2% | +8.9% | +3.8% |
| YTD | -13.8% | -28.3% | +14.4% | +9.1% |
| 1Y | -59.8% | -21.8% | -38.1% | -53.4% |
| 3Y | +282.2% | +71.6% | +210.6% | +204.0% |
| All | +282.2% | +70.5% | +211.7% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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