+324.7%
MSTR vs CRL
+1,379.5%
-1,054.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | +12.2% | -1.0% | +13.2% | +12.7% |
| 30D | +45.2% | +10.7% | +34.5% | +39.3% |
| 3M | +10.4% | +55.3% | -44.9% | -10.0% |
| 6M | -2.5% | +60.7% | -63.1% | -22.9% |
| YTD | -6.0% | +44.6% | -50.6% | -21.8% |
| 1Y | -56.4% | +77.7% | -134.2% | -67.1% |
| 3Y | +306.3% | +37.6% | +268.7% | +224.9% |
| 5Y | +100.5% | -35.8% | +136.3% | +120.0% |
| 10Y | +741.1% | +241.7% | +499.3% | +369.1% |
| All | +324.7% | +1,379.5% | -1,054.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling