+180.5%
MSTR vs SAN
+235.5%
-55.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +1.3% |
| 7D | -1.2% | +4.9% | -6.1% | -4.5% |
| 30D | -15.9% | -13.0% | -2.9% | -7.4% |
| 3M | +33.1% | -18.9% | +52.0% | +53.3% |
| 6M | -31.0% | -4.1% | -26.8% | -29.1% |
| YTD | -15.1% | +2.6% | -17.7% | -16.9% |
| 1Y | -45.6% | +16.9% | -62.6% | -51.5% |
| 3Y | +180.5% | +239.1% | -58.5% | +40.2% |
| All | +180.5% | +235.5% | -55.0% | +40.2% |
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