-56.4%
MSTR vs CRL
+78.8%
-135.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +12.2% | -1.0% | +13.2% | +12.6% |
| 30D | +45.2% | +10.7% | +34.5% | +40.6% |
| 3M | +10.4% | +55.3% | -44.9% | -6.6% |
| 6M | -2.5% | +60.7% | -63.1% | -19.2% |
| YTD | -6.0% | +44.6% | -50.6% | -17.9% |
| 1Y | -56.4% | +77.7% | -134.2% | -65.1% |
| All | -56.4% | +78.8% | -135.3% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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