+161.0%
MSTR vs SMR
+135.2%
+25.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +16.2% | -16.5% | -4.4% |
| 7D | -1.2% | -9.6% | +8.4% | +0.9% |
| 30D | -15.9% | -33.8% | +17.8% | -7.2% |
| 3M | +33.1% | -46.4% | +79.5% | +52.8% |
| 6M | -31.0% | -62.4% | +31.4% | -14.5% |
| YTD | -15.1% | -64.1% | +49.0% | +5.1% |
| 1Y | -45.6% | -84.3% | +38.7% | -20.2% |
| All | +161.0% | +135.2% | +25.8% | +76.2% |
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 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