+214.8%
SAP vs MSCI
+789.3%
-574.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.2% |
| 7D | -0.7% | +2.8% | -3.5% | -1.9% |
| 30D | +11.1% | +15.4% | -4.3% | +4.5% |
| 3M | +17.0% | +13.4% | +3.6% | +10.8% |
| 6M | +34.8% | +10.9% | +23.9% | +28.8% |
| YTD | -2.2% | +13.0% | -15.2% | -7.7% |
| 1Y | -6.4% | +12.0% | -18.5% | -11.4% |
| 3Y | +75.1% | +34.1% | +41.0% | +49.1% |
| 5Y | +69.8% | +3.9% | +65.9% | +56.0% |
| All | +214.8% | +789.3% | -574.5% | +23.9% |
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