+235.4%
SAP vs MSCI
+799.8%
-564.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -3.9% | -0.7% | -3.2% | -3.6% |
| 30D | +6.5% | +16.2% | -9.7% | -0.1% |
| 3M | +14.7% | +16.1% | -1.5% | +7.5% |
| 6M | +39.9% | +12.9% | +27.0% | +32.6% |
| YTD | -2.0% | +14.8% | -16.8% | -8.1% |
| 1Y | -6.0% | +13.8% | -19.8% | -11.6% |
| 3Y | +67.7% | +31.2% | +36.4% | +44.2% |
| 5Y | +78.8% | +5.6% | +73.2% | +63.2% |
| All | +235.4% | +799.8% | -564.4% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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