+1,120.6%
MSTR vs SAN
+300.8%
+819.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.6% |
| 7D | -1.2% | +4.9% | -6.1% | -3.2% |
| 30D | -15.9% | -13.0% | -2.9% | -10.9% |
| 3M | +33.1% | -18.9% | +52.0% | +45.0% |
| 6M | -31.0% | -4.1% | -26.8% | -29.7% |
| YTD | -15.1% | +2.6% | -17.7% | -15.8% |
| 1Y | -45.6% | +16.9% | -62.6% | -49.0% |
| 3Y | +180.5% | +239.1% | -58.5% | +71.8% |
| 5Y | +61.7% | +266.8% | -205.2% | -3.3% |
| 10Y | +578.0% | +246.0% | +332.0% | +276.6% |
| All | +1,120.6% | +300.8% | +819.9% | +373.6% |
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