+120.4%
MSTR vs SAN
+381.6%
-261.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +12.2% | +1.8% | +10.4% | +10.9% |
| 30D | +45.2% | +2.0% | +43.2% | +43.1% |
| 3M | +10.4% | +19.7% | -9.3% | -3.6% |
| 6M | -2.5% | +30.6% | -33.1% | -20.7% |
| YTD | -6.0% | +28.8% | -34.9% | -22.8% |
| 1Y | -56.4% | +57.8% | -114.2% | -69.8% |
| 3Y | +306.3% | +338.1% | -31.8% | +21.5% |
| All | +120.4% | +381.6% | -261.2% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling