+553.9%
SAP vs MSCI
+3,169.6%
-2,615.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.4% |
| 7D | +4.0% | +6.0% | -2.0% | +1.8% |
| 30D | +15.7% | +18.2% | -2.5% | +8.8% |
| 3M | +23.4% | +15.1% | +8.3% | +17.0% |
| 6M | +41.3% | +13.7% | +27.5% | +34.5% |
| YTD | +2.0% | +15.6% | -13.6% | -3.7% |
| 1Y | -5.1% | +16.3% | -21.4% | -10.7% |
| 3Y | +82.1% | +36.9% | +45.3% | +57.9% |
| 5Y | +77.2% | +6.3% | +70.9% | +64.3% |
| 10Y | +233.6% | +823.0% | -589.3% | +43.6% |
| All | +553.9% | +3,169.6% | -2,615.8% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling