+180.5%
MSTR vs SMTC
+597.8%
-417.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.7% | -13.0% | -3.6% |
| 7D | -1.2% | -19.0% | +17.8% | +3.4% |
| 30D | -15.9% | -46.7% | +30.8% | -2.5% |
| 3M | +33.1% | -23.4% | +56.5% | +37.4% |
| 6M | -31.0% | -13.4% | -17.6% | -33.6% |
| YTD | -15.1% | +40.1% | -55.2% | -30.8% |
| 1Y | -45.6% | +47.7% | -93.3% | -56.6% |
| 3Y | +180.5% | +606.9% | -426.4% | +33.5% |
| All | +180.5% | +597.8% | -417.3% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling