+1,252.0%
MSTR vs SAP
+497.5%
+754.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +12.2% | -2.9% | +15.1% | +14.4% |
| 30D | +45.2% | +9.0% | +36.2% | +39.0% |
| 3M | +10.4% | +14.9% | -4.6% | +1.2% |
| 6M | -2.5% | +11.9% | -14.4% | -10.3% |
| YTD | -6.0% | -9.9% | +3.9% | -2.5% |
| 1Y | -56.4% | -19.5% | -36.9% | -51.6% |
| 3Y | +306.3% | +61.8% | +244.5% | +211.3% |
| 5Y | +100.5% | +56.2% | +44.3% | +64.3% |
| 10Y | +741.1% | +180.6% | +560.5% | +377.3% |
| All | +1,252.0% | +497.5% | +754.4% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling