+593.1%
MA vs SAP
+237.3%
+355.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | +9.6% | +6.5% | +3.1% | +6.4% |
| 3M | +16.8% | +12.2% | +4.5% | +10.3% |
| 6M | +35.2% | +46.1% | -10.9% | +11.4% |
| YTD | +16.6% | -1.6% | +18.2% | +13.8% |
| 1Y | +19.8% | -5.1% | +24.9% | +19.2% |
| 3Y | +70.7% | +68.4% | +2.3% | +18.0% |
| 5Y | +87.4% | +79.4% | +8.0% | +21.4% |
| All | +593.1% | +237.3% | +355.8% | +159.2% |
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