+1,058.3%
MSTR vs SAP
+550.3%
+508.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -14.2% | -2.5% | -11.7% | -13.1% |
| 30D | -19.9% | +7.5% | -27.3% | -23.3% |
| 3M | +27.3% | +11.6% | +15.7% | +19.9% |
| 6M | -37.6% | +37.6% | -75.2% | -48.9% |
| YTD | -19.5% | -2.0% | -17.5% | -20.7% |
| 1Y | -47.1% | -6.4% | -40.7% | -46.5% |
| 3Y | +140.3% | +67.7% | +72.6% | +79.4% |
| 5Y | +49.5% | +75.7% | -26.2% | +14.3% |
| 10Y | +521.9% | +229.3% | +292.5% | +222.5% |
| All | +1,058.3% | +550.3% | +508.1% | +211.8% |
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