+180.5%
MSTR vs SAP
+75.3%
+105.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +2.9% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -15.9% | +11.1% | -27.0% | -23.0% |
| 3M | +33.1% | +17.0% | +16.1% | +18.0% |
| 6M | -31.0% | +34.8% | -65.8% | -46.6% |
| YTD | -15.1% | -2.2% | -12.9% | -12.4% |
| 1Y | -45.6% | -6.4% | -39.2% | -41.2% |
| 3Y | +180.5% | +75.1% | +105.4% | +111.7% |
| All | +180.5% | +75.3% | +105.2% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling