+121.1%
MSTR vs SMR
+125.1%
-4.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.6% |
| 7D | -13.4% | -8.3% | -5.2% | -11.6% |
| 30D | -22.1% | -20.1% | -2.0% | -17.9% |
| 3M | +15.0% | -52.7% | +67.6% | +36.4% |
| 6M | -37.3% | -61.0% | +23.7% | -22.9% |
| YTD | -26.5% | -67.1% | +40.6% | -6.9% |
| 1Y | -46.5% | -79.9% | +33.4% | -25.0% |
| 3Y | +121.1% | +101.7% | +19.4% | +49.5% |
| All | +121.1% | +125.1% | -4.0% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling