-58.6%
MSTR vs SMR
-68.0%
+9.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +15.3% | -19.7% | -10.2% |
| 7D | +9.3% | +21.4% | -12.1% | +0.7% |
| 30D | +36.5% | +13.8% | +22.7% | +28.8% |
| 3M | +7.3% | +3.9% | +3.4% | +3.4% |
| 6M | +2.2% | -4.2% | +6.4% | -1.1% |
| YTD | -10.2% | -21.1% | +10.9% | -7.1% |
| 1Y | -58.6% | -67.1% | +8.5% | -48.9% |
| All | -58.6% | -68.0% | +9.4% | -48.9% |
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