+49.9%
MSTR vs CRL
-10.4%
+60.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -4.8% |
| 7D | -1.2% | -6.1% | +4.9% | +1.7% |
| 30D | -15.9% | +12.4% | -28.3% | -21.9% |
| 3M | +33.1% | +27.1% | +6.0% | +15.0% |
| 6M | -31.0% | +85.7% | -116.7% | -54.0% |
| YTD | -15.1% | +69.2% | -84.3% | -40.5% |
| 1Y | -45.6% | +97.5% | -143.2% | -65.7% |
| 3Y | +180.5% | +86.1% | +94.4% | +63.5% |
| All | +49.9% | -10.4% | +60.3% | +47.1% |
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