+2,233.8%
SAP vs MAS
+1,015.3%
+1,218.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | -2.9% | -0.8% | -2.2% | -2.7% |
| 30D | +9.0% | -5.6% | +14.6% | +10.9% |
| 3M | +14.9% | +4.4% | +10.5% | +12.5% |
| 6M | +11.9% | +7.2% | +4.7% | +7.6% |
| YTD | -9.9% | +16.1% | -26.0% | -15.9% |
| 1Y | -19.5% | +0.1% | -19.6% | -21.3% |
| 3Y | +61.8% | +28.3% | +33.5% | +42.7% |
| 5Y | +56.2% | +30.5% | +25.7% | +35.1% |
| 10Y | +180.6% | +139.1% | +41.5% | +93.1% |
| All | +2,233.8% | +1,015.3% | +1,218.5% | +731.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling