-5.9%
SAP vs MSI
+28.6%
-34.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.9% |
| 7D | +1.3% | +2.8% | -1.5% | +0.6% |
| 30D | +15.5% | +9.1% | +6.4% | +13.1% |
| 3M | +22.8% | +12.5% | +10.3% | +18.9% |
| 6M | +42.5% | +14.2% | +28.3% | +36.0% |
| YTD | +0.5% | +30.7% | -30.2% | -7.6% |
| 1Y | -5.9% | +27.5% | -33.5% | -10.7% |
| All | -5.9% | +28.6% | -34.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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