+22.5%
MA vs SAP
-5.6%
+28.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.3% | +3.3% |
| 7D | +10.2% | +1.3% | +8.9% | +10.0% |
| 30D | +19.3% | +15.5% | +3.8% | +16.8% |
| 3M | +18.0% | +22.8% | -4.8% | +14.3% |
| 6M | +33.7% | +42.5% | -8.8% | +25.9% |
| YTD | +18.6% | +0.5% | +18.1% | +11.2% |
| 1Y | +22.5% | -5.9% | +28.4% | +19.1% |
| All | +22.5% | -5.6% | +28.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling