+481.0%
MSTR vs CRS
+790.4%
-309.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.2% | -1.4% |
| 7D | -13.4% | +4.8% | -18.2% | -15.2% |
| 30D | -22.1% | -23.2% | +1.1% | -14.8% |
| 3M | +15.0% | -45.5% | +60.5% | +43.0% |
| 6M | -37.3% | -33.1% | -4.2% | -29.0% |
| YTD | -26.5% | -7.2% | -19.3% | -27.7% |
| 1Y | -46.5% | -10.0% | -36.4% | -46.9% |
| 3Y | +121.1% | +332.3% | -211.2% | +17.5% |
| 5Y | +37.5% | +801.9% | -764.4% | -43.3% |
| All | +481.0% | +790.4% | -309.4% | +118.6% |
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