+607.1%
MS vs SAP
+216.8%
+390.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -3.8% | +11.1% | -14.9% | -8.3% |
| 3M | -14.6% | +17.0% | -31.6% | -20.8% |
| 6M | -5.1% | +34.8% | -39.9% | -18.9% |
| YTD | +4.5% | -2.2% | +6.7% | +2.6% |
| 1Y | +13.5% | -6.4% | +20.0% | +14.1% |
| 3Y | +160.4% | +75.1% | +85.3% | +80.0% |
| 5Y | +112.9% | +69.8% | +43.0% | +45.3% |
| All | +607.1% | +216.8% | +390.3% | +265.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling