+145.1%
MS vs SAP
+55.2%
+89.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | -0.3% | +9.0% | -9.3% | -3.1% |
| 3M | +0.3% | +14.9% | -14.6% | -4.6% |
| 6M | +31.3% | +11.9% | +19.4% | +25.3% |
| YTD | +24.7% | -9.9% | +34.6% | +28.7% |
| 1Y | +47.9% | -19.5% | +67.5% | +59.9% |
| 3Y | +178.3% | +61.8% | +116.5% | +112.4% |
| All | +145.1% | +55.2% | +89.8% | +78.9% |
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