+91.0%
SAP vs MP
+240.8%
-149.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +1.9% |
| 7D | +4.0% | -19.0% | +23.0% | +5.5% |
| 30D | +15.7% | -30.5% | +46.2% | +18.5% |
| 3M | +23.4% | -29.6% | +53.0% | +26.1% |
| 6M | +41.3% | -50.4% | +91.7% | +47.5% |
| YTD | +2.0% | -33.2% | +35.2% | +3.2% |
| 1Y | -5.1% | -38.6% | +33.5% | -3.6% |
| 3Y | +82.1% | +105.5% | -23.3% | +53.5% |
| 5Y | +77.2% | -7.8% | +85.0% | +60.7% |
| All | +91.0% | +240.8% | -149.8% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling