+1,120.6%
MSTR vs SMTC
+1,926.2%
-805.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.7% | -13.0% | -5.1% |
| 7D | -1.2% | -19.0% | +17.8% | +5.5% |
| 30D | -15.9% | -46.7% | +30.8% | +4.0% |
| 3M | +33.1% | -23.4% | +56.5% | +38.9% |
| 6M | -31.0% | -13.4% | -17.6% | -34.6% |
| YTD | -15.1% | +40.1% | -55.2% | -35.2% |
| 1Y | -45.6% | +47.7% | -93.3% | -59.6% |
| 3Y | +180.5% | +606.9% | -426.4% | -6.8% |
| 5Y | +61.7% | +14.4% | +47.3% | +10.7% |
| 10Y | +578.0% | +322.5% | +255.5% | +156.5% |
| All | +1,120.6% | +1,926.2% | -805.6% | +148.4% |
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