+690.7%
MSTR vs SMTC
+493.3%
+197.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.0% | -14.4% | -8.2% |
| 7D | +9.3% | +22.9% | -13.6% | +0.5% |
| 30D | +36.5% | +16.6% | +19.9% | +26.2% |
| 3M | +7.3% | +2.4% | +4.9% | +1.3% |
| 6M | +2.2% | +98.3% | -96.0% | -28.6% |
| YTD | -10.2% | +120.7% | -130.8% | -40.9% |
| 1Y | -58.6% | +168.3% | -226.9% | -75.5% |
| 3Y | +283.2% | +571.7% | -288.5% | +17.7% |
| 5Y | +113.8% | +114.0% | -0.2% | +18.1% |
| 10Y | +690.7% | +497.0% | +193.7% | +232.5% |
| All | +690.7% | +493.3% | +197.4% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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