-42.3%
MSTR vs CRS
-3.8%
-38.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.5% |
| 7D | -1.8% | +4.3% | -6.1% | -2.8% |
| 30D | -13.3% | -25.5% | +12.2% | -6.8% |
| 3M | +46.0% | -48.7% | +94.7% | +74.2% |
| 6M | -22.4% | -31.6% | +9.2% | -18.5% |
| YTD | -6.2% | -7.0% | +0.8% | -8.7% |
| 1Y | -42.3% | -4.5% | -37.8% | -43.9% |
| All | -42.3% | -3.8% | -38.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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