-42.3%
MSTR vs SMR
-87.0%
+44.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.6% | +6.9% |
| 7D | -1.8% | -9.5% | +7.7% | +2.2% |
| 30D | -13.3% | -33.2% | +19.9% | +2.0% |
| 3M | +46.0% | -45.9% | +91.9% | +81.9% |
| 6M | -22.4% | -57.9% | +35.4% | +4.3% |
| YTD | -6.2% | -63.8% | +57.6% | +31.4% |
| 1Y | -42.3% | -85.6% | +43.3% | +21.7% |
| All | -42.3% | -87.0% | +44.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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