+142.3%
MSTR vs SAN
+254.8%
-112.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | -14.2% | +3.4% | -17.6% | -16.4% |
| 30D | -19.9% | -6.3% | -13.6% | -16.4% |
| 3M | +27.3% | -14.1% | +41.4% | +40.6% |
| 6M | -37.6% | +4.2% | -41.7% | -39.6% |
| YTD | -19.5% | +9.0% | -28.5% | -24.6% |
| 1Y | -47.1% | +18.8% | -65.9% | -53.4% |
| All | +142.3% | +254.8% | -112.4% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling