+83.1%
SAP vs MP
+257.7%
-174.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.1% | -4.5% |
| 7D | -0.7% | -10.5% | +9.8% | 0.0% |
| 30D | +11.1% | -23.5% | +34.6% | +13.0% |
| 3M | +17.0% | -25.4% | +42.5% | +19.1% |
| 6M | +34.8% | -51.3% | +86.1% | +41.0% |
| YTD | -2.2% | -29.9% | +27.7% | -1.4% |
| 1Y | -6.4% | -31.8% | +25.4% | -5.8% |
| 3Y | +75.1% | +127.0% | -51.8% | +46.2% |
| 5Y | +69.8% | -3.3% | +73.1% | +53.5% |
| All | +83.1% | +257.7% | -174.6% | +35.1% |
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