+659.5%
MSTR vs CRM
+241.6%
+417.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | -0.1% | +0.6% |
| 7D | -8.3% | -4.4% | -3.8% | -5.5% |
| 30D | +38.1% | +28.1% | +10.0% | +17.3% |
| 3M | +9.0% | +48.8% | -39.8% | -17.0% |
| 6M | -5.3% | +28.3% | -33.6% | -22.3% |
| YTD | -13.8% | -6.0% | -7.8% | -13.6% |
| 1Y | -59.8% | +1.4% | -61.3% | -61.9% |
| 3Y | +282.2% | +11.8% | +270.3% | +239.6% |
| 5Y | +112.8% | -2.0% | +114.8% | +101.2% |
| All | +659.5% | +241.6% | +417.9% | +368.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling