+521.9%
MSTR vs CRL
+358.0%
+163.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -14.2% | +5.0% | -19.2% | -16.5% |
| 30D | -19.9% | +13.5% | -33.4% | -25.4% |
| 3M | +27.3% | +21.5% | +5.8% | +14.4% |
| 6M | -37.6% | +103.4% | -141.0% | -58.4% |
| YTD | -19.5% | +71.8% | -91.3% | -41.7% |
| 1Y | -47.1% | +97.5% | -144.6% | -64.7% |
| 3Y | +140.3% | +99.2% | +41.0% | +47.9% |
| 5Y | +49.5% | -12.1% | +61.7% | +38.9% |
| 10Y | +521.9% | +359.2% | +162.7% | +187.3% |
| All | +521.9% | +358.0% | +163.8% | +187.3% |
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