+178.2%
SAP vs MSCI
+610.9%
-432.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +9.0% | +0.6% | +8.5% | +8.8% |
| 3M | +14.9% | -7.1% | +22.0% | +18.3% |
| 6M | +11.9% | +0.8% | +11.1% | +11.3% |
| YTD | -9.9% | +1.0% | -10.9% | -10.6% |
| 1Y | -19.5% | +4.3% | -23.9% | -21.7% |
| 3Y | +61.8% | +9.9% | +51.9% | +50.1% |
| 5Y | +56.2% | -6.8% | +62.9% | +50.0% |
| All | +178.2% | +610.9% | -432.6% | +21.5% |
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