-6.0%
SAP vs MP
-40.8%
+34.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | -2.5% | +2.3% | -4.8% | -2.4% |
| 30D | +7.5% | -15.3% | +22.7% | +7.4% |
| 3M | +11.6% | -33.5% | +45.2% | +11.5% |
| 6M | +37.6% | -45.5% | +83.1% | +39.7% |
| YTD | -2.0% | -27.3% | +25.3% | -1.6% |
| All | -6.0% | -40.8% | +34.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling