+120.4%
MSTR vs SMTC
+91.8%
+28.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.6% | -4.9% |
| 7D | +12.2% | +12.7% | -0.6% | +6.9% |
| 30D | +45.2% | +22.0% | +23.2% | +31.7% |
| 3M | +10.4% | -12.7% | +23.1% | +11.4% |
| 6M | -2.5% | +64.8% | -67.3% | -27.2% |
| YTD | -6.0% | +100.7% | -106.7% | -36.6% |
| 1Y | -56.4% | +146.9% | -203.3% | -73.8% |
| 3Y | +306.3% | +456.8% | -150.5% | +18.6% |
| All | +120.4% | +91.8% | +28.6% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling