+1,252.0%
MSTR vs CRS
+3,125.6%
-1,873.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.0% |
| 7D | +12.2% | -0.2% | +12.4% | +12.3% |
| 30D | +45.2% | -16.6% | +61.8% | +54.2% |
| 3M | +10.4% | -3.5% | +13.9% | +10.5% |
| 6M | -2.5% | +15.4% | -17.9% | -8.8% |
| YTD | -6.0% | +51.2% | -57.2% | -20.3% |
| 1Y | -56.4% | +98.3% | -154.7% | -66.8% |
| 3Y | +306.3% | +651.5% | -345.3% | +94.4% |
| 5Y | +100.5% | +1,411.1% | -1,310.6% | -23.0% |
| 10Y | +741.1% | +1,424.3% | -683.3% | +172.7% |
| All | +1,252.0% | +3,125.6% | -1,873.7% | +173.2% |
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