+43.3%
MA vs SAP
+62.3%
-19.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.1% |
| 30D | +1.5% | +9.0% | -7.5% | -0.4% |
| 3M | +20.4% | +14.9% | +5.5% | +16.2% |
| 6M | +11.1% | +11.9% | -0.8% | +7.5% |
| YTD | +2.0% | -9.9% | +11.9% | +2.5% |
| 1Y | -2.2% | -19.5% | +17.4% | +1.2% |
| All | +43.3% | +62.3% | -19.0% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling