+40.9%
MSTR vs CRL
-13.0%
+53.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -5.9% | -6.2% |
| 7D | -11.5% | +8.9% | -20.4% | -16.1% |
| 30D | -24.8% | +14.0% | -38.8% | -30.8% |
| 3M | +20.6% | +19.8% | +0.8% | +7.8% |
| 6M | -38.0% | +102.0% | -140.0% | -60.7% |
| YTD | -24.7% | +70.8% | -95.6% | -47.6% |
| 1Y | -49.1% | +98.7% | -147.8% | -68.0% |
| 3Y | +124.7% | +98.2% | +26.5% | +24.4% |
| 5Y | +40.9% | -11.7% | +52.6% | +42.8% |
| All | +40.9% | -13.0% | +53.9% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling