-46.5%
MSTR vs SAP
-5.7%
-40.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -13.4% | +0.6% | -14.0% | -13.7% |
| 30D | -22.1% | +6.5% | -28.6% | -24.7% |
| 3M | +15.0% | +12.2% | +2.7% | +8.9% |
| 6M | -37.3% | +46.1% | -83.4% | -47.1% |
| YTD | -26.5% | -1.6% | -24.9% | -25.7% |
| 1Y | -46.5% | -5.1% | -41.4% | -44.3% |
| All | -46.5% | -5.7% | -40.8% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling