+495.5%
MSTR vs SAN
+267.7%
+227.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.1% |
| 7D | -11.5% | +1.0% | -12.5% | -12.1% |
| 30D | -24.8% | -9.4% | -15.5% | -21.0% |
| 3M | +20.6% | -17.1% | +37.8% | +32.4% |
| 6M | -38.0% | +2.2% | -40.1% | -38.7% |
| YTD | -24.7% | +6.0% | -30.7% | -26.9% |
| 1Y | -49.1% | +12.7% | -61.8% | -52.2% |
| 3Y | +124.7% | +242.1% | -117.5% | +22.8% |
| 5Y | +40.9% | +293.6% | -252.7% | -29.7% |
| All | +495.5% | +267.7% | +227.9% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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