-2.5%
MS vs SAP
+42.4%
-44.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -5.9% |
| 7D | -3.4% | +4.0% | -7.4% | -3.3% |
| 30D | -3.9% | +15.7% | -19.6% | -3.1% |
| 3M | -15.9% | +23.4% | -39.3% | -14.6% |
| 6M | -2.5% | +41.3% | -43.7% | +3.2% |
| All | -2.5% | +42.4% | -44.9% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling