-56.4%
MSTR vs CRS
+102.1%
-158.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | +12.2% | -0.2% | +12.4% | +12.3% |
| 30D | +45.2% | -16.6% | +61.8% | +51.9% |
| 3M | +10.4% | -3.5% | +13.9% | +9.5% |
| 6M | -2.5% | +15.4% | -17.9% | -9.4% |
| YTD | -6.0% | +51.2% | -57.2% | -17.3% |
| 1Y | -56.4% | +98.3% | -154.7% | -63.3% |
| All | -56.4% | +102.1% | -158.5% | -63.3% |
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