+72.1%
MA vs SAP
+75.3%
-3.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +14.7% | +11.1% | +3.6% | +12.2% |
| 3M | +13.5% | +17.0% | -3.5% | +9.7% |
| 6M | +33.1% | +34.8% | -1.7% | +24.1% |
| YTD | +15.1% | -2.2% | +17.3% | +13.6% |
| 1Y | +18.7% | -6.4% | +25.2% | +18.6% |
| 3Y | +72.1% | +75.1% | -3.1% | +43.7% |
| All | +72.1% | +75.3% | -3.2% | +43.7% |
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 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