+1,089.0%
MSTR vs CRS
+1,973.2%
-884.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.7% | -12.3% | -5.9% |
| 7D | -4.0% | +4.9% | -8.9% | -5.7% |
| 30D | -18.6% | -20.8% | +2.2% | -12.8% |
| 3M | +25.6% | -46.4% | +72.0% | +53.3% |
| 6M | -33.1% | -28.6% | -4.5% | -26.8% |
| YTD | -17.3% | -2.8% | -14.5% | -19.4% |
| 1Y | -48.1% | -6.7% | -41.4% | -48.8% |
| 3Y | +154.2% | +368.0% | -213.8% | +41.8% |
| 5Y | +46.2% | +852.9% | -806.7% | -35.1% |
| 10Y | +554.5% | +905.1% | -350.6% | +144.7% |
| All | +1,089.0% | +1,973.2% | -884.2% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling