+103.8%
MSTR vs CRM
-1.9%
+105.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | -0.1% | +0.3% |
| 7D | -8.3% | -4.4% | -3.8% | -4.7% |
| 30D | +38.1% | +28.1% | +10.0% | +11.2% |
| 3M | +9.0% | +48.8% | -39.8% | -24.3% |
| 6M | -5.3% | +28.3% | -33.6% | -27.7% |
| YTD | -13.8% | -6.0% | -7.8% | -13.2% |
| 1Y | -59.8% | +1.4% | -61.3% | -62.8% |
| 3Y | +282.2% | +11.8% | +270.3% | +202.0% |
| All | +103.8% | -1.9% | +105.7% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling