+77.2%
SAP vs MAS
+41.7%
+35.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.5% |
| 7D | +4.0% | +4.6% | -0.5% | +2.6% |
| 30D | +15.7% | +19.9% | -4.2% | +9.2% |
| 3M | +23.4% | +8.9% | +14.5% | +19.8% |
| 6M | +41.3% | +20.2% | +21.1% | +31.9% |
| YTD | +2.0% | +33.9% | -31.9% | -9.5% |
| 1Y | -5.1% | +34.7% | -39.8% | -16.0% |
| 3Y | +82.1% | +60.4% | +21.8% | +43.7% |
| 5Y | +77.2% | +43.5% | +33.7% | +37.6% |
| All | +77.2% | +41.7% | +35.5% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling