-46.5%
MSTR vs CRS
-14.1%
-32.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.2% | -1.8% |
| 7D | -13.4% | +4.8% | -18.2% | -14.5% |
| 30D | -22.1% | -23.2% | +1.1% | -17.0% |
| 3M | +15.0% | -45.5% | +60.5% | +33.7% |
| 6M | -37.3% | -33.1% | -4.2% | -33.5% |
| YTD | -26.5% | -7.2% | -19.3% | -26.7% |
| 1Y | -46.5% | -10.0% | -36.4% | -46.7% |
| All | -46.5% | -14.1% | -32.4% | -46.7% |
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