+112.4%
MS vs SAP
+70.5%
+41.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -3.8% | +11.1% | -14.9% | -6.9% |
| 3M | -14.6% | +17.0% | -31.6% | -19.0% |
| 6M | -5.1% | +34.8% | -39.9% | -14.9% |
| YTD | +4.5% | -2.2% | +6.7% | +5.0% |
| 1Y | +13.5% | -6.4% | +20.0% | +16.3% |
| 3Y | +160.4% | +75.1% | +85.3% | +94.1% |
| All | +112.4% | +70.5% | +41.9% | +41.6% |
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