+554.8%
MA vs SAP
+228.4%
+326.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | -0.3% | +1.6% | -2.0% | -1.1% |
| 30D | +11.3% | +10.5% | +0.8% | +6.2% |
| 3M | +16.7% | +15.2% | +1.5% | +8.9% |
| 6M | +32.8% | +36.7% | -3.9% | +12.9% |
| YTD | +15.6% | -0.6% | +16.2% | +12.4% |
| 1Y | +19.6% | -4.1% | +23.7% | +18.4% |
| 3Y | +72.1% | +73.2% | -1.2% | +17.1% |
| 5Y | +96.0% | +74.1% | +21.9% | +29.4% |
| 10Y | +554.8% | +222.9% | +331.8% | +155.1% |
| All | +554.8% | +228.4% | +326.4% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling