+1,072.4%
SAP vs MKSI
+2,161.7%
-1,089.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -2.1% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | +9.0% | -16.8% | +25.8% | +14.1% |
| 3M | +14.9% | -21.1% | +36.0% | +17.6% |
| 6M | +11.9% | +10.8% | +1.0% | +1.9% |
| YTD | -9.9% | +63.3% | -73.2% | -27.9% |
| 1Y | -19.5% | +157.0% | -176.5% | -44.7% |
| 3Y | +61.8% | +163.7% | -101.9% | +2.1% |
| 5Y | +56.2% | +82.0% | -25.8% | +6.0% |
| 10Y | +180.6% | +467.2% | -286.6% | +19.7% |
| All | +1,072.4% | +2,161.7% | -1,089.3% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling