+731.6%
MSTR vs CRL
+255.5%
+476.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | +12.2% | -1.0% | +13.2% | +12.8% |
| 30D | +45.2% | +10.7% | +34.5% | +38.2% |
| 3M | +10.4% | +55.3% | -44.9% | -13.6% |
| 6M | -2.5% | +60.7% | -63.1% | -26.6% |
| YTD | -6.0% | +44.6% | -50.6% | -24.7% |
| 1Y | -56.4% | +77.7% | -134.2% | -69.1% |
| 3Y | +306.3% | +37.6% | +268.7% | +208.1% |
| 5Y | +100.5% | -35.8% | +136.3% | +115.7% |
| All | +731.6% | +255.5% | +476.1% | +353.9% |
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