+1,180.3%
SAP vs MKSI
+1,773.7%
-593.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.1% |
| 7D | +0.6% | +12.2% | -11.5% | -2.7% |
| 30D | +6.5% | -8.0% | +14.6% | +7.7% |
| 3M | +12.2% | -29.5% | +41.8% | +20.9% |
| 6M | +46.1% | -31.9% | +78.0% | +52.0% |
| YTD | -1.6% | +35.3% | -36.9% | -18.6% |
| 1Y | -5.1% | +50.3% | -55.4% | -24.2% |
| 3Y | +68.4% | +216.4% | -148.0% | -1.9% |
| 5Y | +79.4% | +34.4% | +45.0% | +30.5% |
| 10Y | +230.5% | +348.6% | -118.2% | +48.0% |
| All | +1,180.3% | +1,773.7% | -593.4% | +183.6% |
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