+54.4%
SAP vs MKSI
+81.7%
-27.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | -5.1% | +4.9% | -10.0% | -5.9% |
| 30D | -1.8% | -11.0% | +9.2% | -0.2% |
| 3M | +20.9% | -17.1% | +38.0% | +20.9% |
| 6M | +7.0% | +16.4% | -9.4% | -2.0% |
| YTD | -13.7% | +64.3% | -78.0% | -28.4% |
| 1Y | -19.6% | +137.7% | -157.3% | -40.2% |
| 3Y | +52.4% | +189.1% | -136.7% | -0.5% |
| 5Y | +54.4% | +83.1% | -28.7% | +15.1% |
| All | +54.4% | +81.7% | -27.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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