+553.1%
MA vs SAP
+216.8%
+336.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.4% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +14.7% | +11.1% | +3.6% | +9.2% |
| 3M | +13.5% | +17.0% | -3.5% | +5.0% |
| 6M | +33.1% | +34.8% | -1.7% | +13.9% |
| YTD | +15.1% | -2.2% | +17.3% | +12.7% |
| 1Y | +18.7% | -6.4% | +25.2% | +19.0% |
| 3Y | +72.1% | +75.1% | -3.1% | +16.1% |
| 5Y | +92.8% | +69.8% | +23.0% | +28.9% |
| All | +553.1% | +216.8% | +336.3% | +158.7% |
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