+526.8%
MSTR vs SAN
+255.1%
+271.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | -10.7% | +10.8% | -21.5% | -15.5% |
| 30D | -21.6% | -5.7% | -15.8% | -19.3% |
| 3M | +24.4% | -13.4% | +37.8% | +33.3% |
| 6M | -35.5% | +3.5% | -39.0% | -36.7% |
| YTD | -20.3% | +9.7% | -30.1% | -24.0% |
| 1Y | -49.3% | +20.9% | -70.2% | -54.1% |
| 3Y | +137.8% | +254.3% | -116.5% | +27.9% |
| 5Y | +48.3% | +304.2% | -255.9% | -27.0% |
| 10Y | +526.8% | +260.2% | +266.6% | +193.9% |
| All | +526.8% | +255.1% | +271.7% | +193.9% |
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