+80.1%
SAP vs MAS
+67.0%
+13.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +3.1% |
| 7D | +1.3% | +14.2% | -12.8% | -1.4% |
| 30D | +15.5% | +26.8% | -11.3% | +10.2% |
| 3M | +22.8% | +13.1% | +9.7% | +19.5% |
| 6M | +42.5% | +27.9% | +14.5% | +34.7% |
| YTD | +0.5% | +38.7% | -38.1% | -7.5% |
| 1Y | -5.9% | +40.4% | -46.3% | -13.8% |
| All | +80.1% | +67.0% | +13.1% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling