+1,252.0%
MSTR vs SMTC
+2,803.4%
-1,551.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.6% | -4.9% |
| 7D | +12.2% | +12.7% | -0.6% | +7.0% |
| 30D | +45.2% | +22.0% | +23.2% | +31.9% |
| 3M | +10.4% | -12.7% | +23.1% | +11.1% |
| 6M | -2.5% | +64.8% | -67.3% | -25.7% |
| YTD | -6.0% | +100.7% | -106.7% | -34.7% |
| 1Y | -56.4% | +146.9% | -203.3% | -72.6% |
| 3Y | +306.3% | +456.8% | -150.5% | +51.9% |
| 5Y | +100.5% | +89.2% | +11.2% | +18.2% |
| 10Y | +741.1% | +426.9% | +314.2% | +204.5% |
| All | +1,252.0% | +2,803.4% | -1,551.4% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling