+1,124.1%
MSTR vs SAP
+576.5%
+547.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.7% | -10.1% |
| 7D | -8.7% | +4.0% | -12.7% | -10.9% |
| 30D | -21.4% | +15.7% | -37.1% | -27.9% |
| 3M | +31.4% | +23.4% | +8.0% | +16.9% |
| 6M | -30.8% | +41.3% | -72.1% | -44.2% |
| YTD | -14.9% | +2.0% | -16.9% | -18.0% |
| 1Y | -49.3% | -5.1% | -44.2% | -49.0% |
| 3Y | +184.8% | +82.1% | +102.7% | +103.2% |
| 5Y | +62.1% | +77.2% | -15.0% | +23.3% |
| 10Y | +580.0% | +233.6% | +346.3% | +249.7% |
| All | +1,124.1% | +576.5% | +547.7% | +222.5% |
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 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