+75.7%
SAP vs MSCI
+8.1%
+67.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -2.5% | -1.9% | -0.6% | -1.7% |
| 30D | +7.5% | +16.5% | -9.0% | +0.9% |
| 3M | +11.6% | +18.2% | -6.5% | +4.1% |
| 6M | +37.6% | +14.0% | +23.7% | +30.1% |
| YTD | -2.0% | +16.6% | -18.5% | -8.4% |
| 1Y | -6.4% | +14.8% | -21.2% | -12.0% |
| 3Y | +67.7% | +33.3% | +34.4% | +43.9% |
| 5Y | +75.7% | +9.1% | +66.7% | +53.3% |
| All | +75.7% | +8.1% | +67.6% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling