+15,808.0%
MA vs SAP
+502.1%
+15,305.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | -2.5% | +0.7% | -0.6% |
| 30D | +11.0% | +7.5% | +3.6% | +6.9% |
| 3M | +17.9% | +11.6% | +6.2% | +10.9% |
| 6M | +33.2% | +37.6% | -4.5% | +10.9% |
| YTD | +16.5% | -2.0% | +18.4% | +13.0% |
| 1Y | +19.1% | -6.4% | +25.5% | +18.4% |
| 3Y | +70.6% | +67.7% | +2.9% | +17.9% |
| 5Y | +92.1% | +75.7% | +16.4% | +26.2% |
| 10Y | +569.6% | +229.3% | +340.2% | +194.8% |
| All | +15,808.0% | +502.1% | +15,305.9% | +4,242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling