+50.7%
MSTR vs SAN
+306.1%
-255.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | -14.2% | +3.4% | -17.6% | -16.6% |
| 30D | -19.9% | -6.3% | -13.6% | -16.1% |
| 3M | +27.3% | -14.1% | +41.4% | +41.8% |
| 6M | -37.6% | +4.2% | -41.7% | -40.0% |
| YTD | -19.5% | +9.0% | -28.5% | -25.7% |
| 1Y | -47.1% | +18.8% | -65.9% | -54.6% |
| 3Y | +140.3% | +252.0% | -111.7% | -16.6% |
| All | +50.7% | +306.1% | -255.3% | -61.7% |
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 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