+88.3%
SAP vs MP
+262.7%
-174.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +4.6% |
| 7D | +1.3% | -12.5% | +13.9% | +2.2% |
| 30D | +15.5% | -23.3% | +38.9% | +17.6% |
| 3M | +22.8% | -24.4% | +47.1% | +24.9% |
| 6M | +42.5% | -45.8% | +88.2% | +47.8% |
| YTD | +0.5% | -28.9% | +29.5% | +1.3% |
| 1Y | -5.9% | -34.6% | +28.6% | -4.9% |
| 3Y | +79.5% | +118.7% | -39.2% | +50.7% |
| 5Y | +75.3% | -3.1% | +78.4% | +58.5% |
| All | +88.3% | +262.7% | -174.5% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling