+481.0%
MSTR vs CRL
+350.3%
+130.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -13.4% | +0.1% | -13.6% | -13.6% |
| 30D | -22.1% | +11.9% | -34.0% | -26.9% |
| 3M | +15.0% | +20.2% | -5.2% | +3.9% |
| 6M | -37.3% | +107.5% | -144.8% | -58.7% |
| YTD | -26.5% | +69.4% | -96.0% | -46.4% |
| 1Y | -46.5% | +99.7% | -146.2% | -64.5% |
| 3Y | +121.1% | +98.8% | +22.3% | +36.2% |
| 5Y | +37.5% | -12.4% | +49.9% | +28.2% |
| All | +481.0% | +350.3% | +130.8% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling