+85.0%
MA vs SAP
+76.8%
+8.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -3.9% | +3.4% | +0.7% |
| 30D | +7.9% | +6.5% | +1.4% | +5.6% |
| 3M | +16.8% | +14.7% | +2.1% | +11.4% |
| 6M | +31.0% | +39.9% | -8.9% | +15.9% |
| YTD | +15.0% | -2.0% | +17.0% | +13.8% |
| 1Y | +17.0% | -6.0% | +23.0% | +17.8% |
| 3Y | +68.5% | +67.7% | +0.8% | +24.5% |
| 5Y | +85.0% | +78.8% | +6.2% | +25.9% |
| All | +85.0% | +76.8% | +8.1% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling