+62.4%
SAP vs MP
+154.2%
-91.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -2.9% | -2.9% | -0.1% | -2.8% |
| 30D | +9.0% | +13.8% | -4.8% | +8.6% |
| 3M | +14.9% | -16.7% | +31.6% | +15.6% |
| 6M | +11.9% | -11.5% | +23.4% | +12.1% |
| YTD | -9.9% | +7.9% | -17.8% | -10.4% |
| 1Y | -19.5% | -15.0% | -4.5% | -19.7% |
| All | +62.4% | +154.2% | -91.8% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling