-30.8%
MSTR vs SAP
+42.4%
-73.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.7% | -9.9% |
| 7D | -8.7% | +4.0% | -12.7% | -10.3% |
| 30D | -21.4% | +15.7% | -37.1% | -26.3% |
| 3M | +31.4% | +23.4% | +8.0% | +22.3% |
| 6M | -30.8% | +41.3% | -72.1% | -37.5% |
| All | -30.8% | +42.4% | -73.2% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling