+526.8%
MSTR vs CRS
+849.0%
-322.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.6% |
| 7D | -10.7% | +0.2% | -11.0% | -11.0% |
| 30D | -21.6% | -22.9% | +1.3% | -14.4% |
| 3M | +24.4% | -46.8% | +71.2% | +56.1% |
| 6M | -35.5% | -30.4% | -5.0% | -28.1% |
| YTD | -20.3% | -5.4% | -15.0% | -22.1% |
| 1Y | -49.3% | -9.0% | -40.3% | -49.9% |
| 3Y | +137.8% | +352.2% | -214.4% | +24.3% |
| 5Y | +48.3% | +852.2% | -803.9% | -39.8% |
| 10Y | +526.8% | +862.6% | -335.8% | +133.1% |
| All | +526.8% | +849.0% | -322.2% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling