+185.5%
MSTR vs SMR
+7.6%
+178.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.0% |
| 7D | +7.7% | +13.1% | -5.4% | +4.0% |
| 30D | +36.3% | +17.8% | +18.6% | +30.4% |
| 3M | +13.4% | +8.1% | +5.3% | +10.0% |
| 6M | -4.5% | -11.1% | +6.6% | -4.1% |
| YTD | -12.7% | -23.7% | +11.0% | -9.4% |
| 1Y | -59.6% | -69.4% | +9.8% | -50.6% |
| 3Y | +272.5% | +82.6% | +189.9% | +163.3% |
| All | +185.5% | +7.6% | +178.0% | +129.7% |
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 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