-59.6%
MSTR vs CRS
+83.0%
-142.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +7.7% | -0.5% | +8.3% | +8.0% |
| 30D | +36.3% | -18.1% | +54.4% | +43.3% |
| 3M | +13.4% | -12.4% | +25.8% | +15.9% |
| 6M | -4.5% | +15.9% | -20.4% | -11.5% |
| YTD | -12.7% | +45.8% | -58.5% | -22.4% |
| 1Y | -59.6% | +87.8% | -147.4% | -65.4% |
| All | -59.6% | +83.0% | -142.6% | -65.4% |
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