-5.1%
SAP vs MSCI
+16.3%
-21.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.3% |
| 7D | +0.6% | +3.0% | -2.4% | -0.9% |
| 30D | +6.5% | +17.8% | -11.3% | -2.3% |
| 3M | +12.2% | +15.2% | -2.9% | +4.1% |
| 6M | +46.1% | +16.5% | +29.6% | +34.8% |
| YTD | -1.6% | +16.4% | -18.0% | -7.8% |
| 1Y | -5.1% | +16.8% | -21.9% | -10.7% |
| All | -5.1% | +16.3% | -21.4% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling