+170.2%
MSTR vs SMR
-45.9%
+216.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -4.3% |
| 7D | -4.0% | +1.7% | -5.6% | -4.9% |
| 30D | -18.6% | -24.4% | +5.8% | -13.4% |
| 3M | +25.6% | -44.6% | +70.2% | +42.2% |
| 6M | -33.1% | -56.7% | +23.6% | -20.5% |
| YTD | -17.3% | -61.6% | +44.3% | -0.1% |
| 1Y | -48.1% | -82.1% | +34.0% | -26.8% |
| 3Y | +154.2% | +161.5% | -7.3% | +69.1% |
| All | +170.2% | -45.9% | +216.1% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling