+731.6%
MSTR vs SAP
+177.1%
+554.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.7% |
| 7D | +12.2% | -2.9% | +15.1% | +15.2% |
| 30D | +45.2% | +9.0% | +36.2% | +37.0% |
| 3M | +10.4% | +14.9% | -4.6% | -1.7% |
| 6M | -2.5% | +11.9% | -14.4% | -12.8% |
| YTD | -6.0% | -9.9% | +3.9% | -1.0% |
| 1Y | -56.4% | -19.5% | -36.9% | -49.5% |
| 3Y | +306.3% | +61.8% | +244.5% | +178.8% |
| 5Y | +100.5% | +56.2% | +44.3% | +35.0% |
| All | +731.6% | +177.1% | +554.5% | +319.3% |
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