+521.9%
MSTR vs SAP
+231.4%
+290.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -14.2% | -2.5% | -11.7% | -12.7% |
| 30D | -19.9% | +7.5% | -27.3% | -24.5% |
| 3M | +27.3% | +11.6% | +15.7% | +17.2% |
| 6M | -37.6% | +37.6% | -75.2% | -52.5% |
| YTD | -19.5% | -2.0% | -17.5% | -20.9% |
| 1Y | -47.1% | -6.4% | -40.7% | -46.0% |
| 3Y | +140.3% | +67.7% | +72.6% | +58.9% |
| 5Y | +49.5% | +75.7% | -26.2% | -8.0% |
| 10Y | +521.9% | +229.3% | +292.5% | +174.1% |
| All | +521.9% | +231.4% | +290.4% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling