-42.3%
MSTR vs CRM
-11.3%
-31.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.2% |
| 7D | -1.8% | -6.2% | +4.4% | +0.7% |
| 30D | -13.3% | -1.2% | -12.1% | -12.9% |
| 3M | +46.0% | +19.1% | +26.8% | +36.8% |
| 6M | -22.4% | +23.0% | -45.4% | -28.4% |
| YTD | -6.2% | -13.7% | +7.5% | -10.0% |
| 1Y | -42.3% | -10.0% | -32.3% | -44.7% |
| All | -42.3% | -11.3% | -31.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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