+526.8%
MSTR vs SAP
+222.2%
+304.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.0% | -2.4% |
| 7D | -10.7% | +1.5% | -12.2% | -12.0% |
| 30D | -21.6% | +8.8% | -30.4% | -26.8% |
| 3M | +24.4% | +12.1% | +12.3% | +14.2% |
| 6M | -35.5% | +34.6% | -70.0% | -50.0% |
| YTD | -20.3% | -2.1% | -18.2% | -21.7% |
| 1Y | -49.3% | -5.5% | -43.8% | -48.7% |
| 3Y | +137.8% | +67.4% | +70.3% | +57.5% |
| 5Y | +48.3% | +74.6% | -26.3% | -8.4% |
| 10Y | +526.8% | +224.0% | +302.8% | +185.1% |
| All | +526.8% | +222.2% | +304.6% | +185.1% |
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