+114.0%
MS vs SAP
+77.5%
+36.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.4% |
| 7D | -3.4% | +4.0% | -7.4% | -4.6% |
| 30D | -3.9% | +15.7% | -19.6% | -8.2% |
| 3M | -15.9% | +23.4% | -39.3% | -21.5% |
| 6M | -2.5% | +41.3% | -43.7% | -13.8% |
| YTD | +5.1% | +2.0% | +3.1% | +4.3% |
| 1Y | +13.0% | -5.1% | +18.0% | +15.6% |
| 3Y | +160.7% | +82.1% | +78.5% | +92.2% |
| 5Y | +114.0% | +77.2% | +36.9% | +39.5% |
| All | +114.0% | +77.5% | +36.6% | +39.5% |
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