+3,264.7%
MS vs SAP
+2,233.8%
+1,031.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +1.4% | -2.9% | +4.3% | +2.8% |
| 30D | -0.3% | +9.0% | -9.3% | -4.5% |
| 3M | +0.3% | +14.9% | -14.6% | -7.9% |
| 6M | +31.3% | +11.9% | +19.4% | +20.6% |
| YTD | +24.7% | -9.9% | +34.6% | +25.5% |
| 1Y | +47.9% | -19.5% | +67.5% | +56.8% |
| 3Y | +178.3% | +61.8% | +116.5% | +104.4% |
| 5Y | +144.9% | +56.2% | +88.7% | +79.5% |
| 10Y | +804.5% | +180.6% | +623.9% | +382.1% |
| All | +3,264.7% | +2,233.8% | +1,031.0% | +816.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling