+570.4%
MSTR vs CRL
+386.8%
+183.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -4.3% |
| 7D | -1.2% | -6.1% | +4.9% | +1.4% |
| 30D | -15.9% | +12.4% | -28.3% | -21.3% |
| 3M | +33.1% | +27.1% | +6.0% | +16.9% |
| 6M | -31.0% | +85.7% | -116.7% | -51.8% |
| YTD | -15.1% | +69.2% | -84.3% | -38.0% |
| 1Y | -45.6% | +97.5% | -143.2% | -63.7% |
| 3Y | +180.5% | +86.1% | +94.4% | +79.6% |
| 5Y | +61.7% | -10.0% | +71.7% | +49.1% |
| All | +570.4% | +386.8% | +183.7% | +219.8% |
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