+2,736.7%
MS vs SAP
+2,542.1%
+194.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.6% |
| 7D | -3.4% | +4.0% | -7.4% | -5.2% |
| 30D | -3.9% | +15.7% | -19.6% | -10.5% |
| 3M | -15.9% | +23.4% | -39.3% | -24.4% |
| 6M | -2.5% | +41.3% | -43.7% | -19.6% |
| YTD | +5.1% | +2.0% | +3.1% | -0.6% |
| 1Y | +13.0% | -5.1% | +18.0% | +10.6% |
| 3Y | +160.7% | +82.1% | +78.5% | +80.7% |
| 5Y | +114.0% | +77.2% | +36.9% | +47.4% |
| 10Y | +637.5% | +233.6% | +403.8% | +260.7% |
| All | +2,736.7% | +2,542.1% | +194.6% | +625.3% |
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