+154.2%
MSTR vs CRS
+365.2%
-211.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.7% | -12.3% | -6.7% |
| 7D | -4.0% | +4.9% | -8.9% | -6.1% |
| 30D | -18.6% | -20.8% | +2.2% | -11.2% |
| 3M | +25.6% | -46.4% | +72.0% | +62.9% |
| 6M | -33.1% | -28.6% | -4.5% | -25.8% |
| YTD | -17.3% | -2.8% | -14.5% | -22.4% |
| 1Y | -48.1% | -6.7% | -41.4% | -50.5% |
| 3Y | +154.2% | +368.0% | -213.8% | +27.5% |
| All | +154.2% | +365.2% | -211.0% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling