+945.3%
SMCI vs MSTR
+461.5%
+483.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.1% |
| 7D | -6.6% | -13.4% | +6.8% | -3.4% |
| 30D | -24.9% | -22.1% | -2.8% | -20.4% |
| 3M | -31.4% | +15.0% | -46.4% | -34.4% |
| 6M | -16.0% | -37.3% | +21.3% | -9.0% |
| YTD | -8.2% | -26.5% | +18.3% | -5.4% |
| 1Y | -23.4% | -46.5% | +23.0% | -15.6% |
| 3Y | +5.0% | +121.1% | -116.1% | -16.8% |
| 5Y | +514.9% | +37.5% | +477.4% | +364.7% |
| All | +945.3% | +461.5% | +483.8% | +310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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