+2,951.3%
MSTR vs CRM
+6,523.6%
-3,572.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.0% |
| 7D | +7.7% | -5.0% | +12.7% | +10.3% |
| 30D | +36.3% | +23.6% | +12.7% | +24.4% |
| 3M | +13.4% | +39.6% | -26.2% | -2.5% |
| 6M | -4.5% | +23.4% | -27.9% | -14.4% |
| YTD | -12.7% | -7.4% | -5.3% | -11.8% |
| 1Y | -59.6% | -2.3% | -57.3% | -60.2% |
| 3Y | +272.5% | +10.5% | +261.9% | +252.3% |
| 5Y | +107.1% | -4.7% | +111.9% | +113.8% |
| 10Y | +677.4% | +234.7% | +442.6% | +410.9% |
| All | +2,951.3% | +6,523.6% | -3,572.3% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling