+120.4%
MSTR vs CRL
-35.5%
+155.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +37.5% |
| 3M | +10.4% | +55.3% | -44.9% | -15.8% |
| 6M | -2.5% | +60.7% | -63.1% | -28.9% |
| YTD | -6.0% | +44.6% | -50.6% | -26.5% |
| 1Y | -56.4% | +77.7% | -134.2% | -70.4% |
| 3Y | +306.3% | +37.6% | +268.7% | +198.2% |
| All | +120.4% | -35.5% | +155.9% | +115.1% |
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