+113.8%
MSTR vs CRS
+1,394.1%
-1,280.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -2.5% |
| 7D | +9.3% | -3.1% | +12.4% | +11.3% |
| 30D | +36.5% | -19.6% | +56.1% | +53.1% |
| 3M | +7.3% | -8.1% | +15.4% | +9.8% |
| 6M | +2.2% | +18.6% | -16.3% | -10.8% |
| YTD | -10.2% | +45.9% | -56.0% | -30.9% |
| 1Y | -58.6% | +82.5% | -141.1% | -73.0% |
| 3Y | +283.2% | +648.9% | -365.7% | -0.1% |
| 5Y | +113.8% | +1,438.1% | -1,324.4% | -63.8% |
| All | +113.8% | +1,394.1% | -1,280.4% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling