-45.6%
MSTR vs CRL
+101.2%
-146.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -3.1% |
| 7D | -1.2% | -6.1% | +4.9% | +0.7% |
| 30D | -15.9% | +12.4% | -28.3% | -19.7% |
| 3M | +33.1% | +27.1% | +6.0% | +22.4% |
| 6M | -31.0% | +85.7% | -116.7% | -44.7% |
| YTD | -15.1% | +69.2% | -84.3% | -28.4% |
| 1Y | -45.6% | +97.5% | -143.2% | -55.7% |
| All | -45.6% | +101.2% | -146.9% | -55.7% |
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 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