+235.4%
SAP vs MSI
+663.2%
-427.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -3.9% | +2.6% | -6.5% | -4.9% |
| 30D | +6.5% | +18.1% | -11.6% | -0.7% |
| 3M | +14.7% | +13.2% | +1.4% | +8.6% |
| 6M | +39.9% | +36.3% | +3.7% | +22.4% |
| YTD | -2.0% | +39.5% | -41.5% | -16.0% |
| 1Y | -6.0% | +36.9% | -42.9% | -18.9% |
| 3Y | +67.7% | +76.1% | -8.4% | +26.0% |
| 5Y | +78.8% | +123.7% | -44.9% | +18.0% |
| All | +235.4% | +663.2% | -427.8% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling