+1,252.0%
MSTR vs SAN
+403.4%
+848.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +12.2% | +1.8% | +10.4% | +11.5% |
| 30D | +45.2% | +2.0% | +43.2% | +44.1% |
| 3M | +10.4% | +19.7% | -9.3% | +2.8% |
| 6M | -2.5% | +30.6% | -33.1% | -12.4% |
| YTD | -6.0% | +28.8% | -34.9% | -14.9% |
| 1Y | -56.4% | +57.8% | -114.2% | -63.9% |
| 3Y | +306.3% | +338.1% | -31.8% | +124.2% |
| 5Y | +100.5% | +384.2% | -283.7% | +7.3% |
| 10Y | +741.1% | +353.1% | +387.9% | +318.1% |
| All | +1,252.0% | +403.4% | +848.5% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling