+19.4%
MA vs SAP
-4.0%
+23.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -0.3% | +1.6% | -2.0% | -0.6% |
| 30D | +11.3% | +10.5% | +0.8% | +9.6% |
| 3M | +16.7% | +15.2% | +1.5% | +14.1% |
| 6M | +32.8% | +36.7% | -3.9% | +25.4% |
| YTD | +15.6% | -0.6% | +16.2% | +8.7% |
| All | +19.4% | -4.0% | +23.3% | +14.6% |
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