+181.3%
MS vs SAP
+62.3%
+119.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | -0.3% | +9.0% | -9.3% | -2.1% |
| 3M | +0.3% | +14.9% | -14.6% | -2.2% |
| 6M | +31.3% | +11.9% | +19.4% | +28.5% |
| YTD | +24.7% | -9.9% | +34.6% | +29.4% |
| 1Y | +47.9% | -19.5% | +67.5% | +59.3% |
| All | +181.3% | +62.3% | +119.1% | +155.2% |
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 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