+554.5%
MSTR vs SAN
+267.2%
+287.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -5.7% |
| 7D | -4.0% | +8.7% | -12.7% | -8.2% |
| 30D | -18.6% | -6.5% | -12.1% | -15.9% |
| 3M | +25.6% | -14.2% | +39.8% | +35.2% |
| 6M | -33.1% | +2.7% | -35.8% | -34.1% |
| YTD | -17.3% | +8.9% | -26.2% | -20.8% |
| 1Y | -48.1% | +23.4% | -71.5% | -53.5% |
| 3Y | +154.2% | +257.9% | -103.8% | +36.3% |
| 5Y | +46.2% | +297.8% | -251.5% | -27.5% |
| 10Y | +554.5% | +259.6% | +294.9% | +208.1% |
| All | +554.5% | +267.2% | +287.3% | +208.1% |
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