+222.9%
SAP vs MSI
+689.5%
-466.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.6% |
| 7D | +1.6% | +8.3% | -6.7% | -1.8% |
| 30D | +10.5% | +18.9% | -8.3% | +2.8% |
| 3M | +15.2% | +13.2% | +1.9% | +9.1% |
| 6M | +36.7% | +38.3% | -1.6% | +18.8% |
| YTD | -0.6% | +38.9% | -39.4% | -14.6% |
| 1Y | -4.1% | +36.7% | -40.8% | -17.2% |
| 3Y | +73.2% | +76.6% | -3.3% | +30.1% |
| 5Y | +74.1% | +124.5% | -50.4% | +14.8% |
| 10Y | +222.9% | +674.5% | -451.6% | +36.5% |
| All | +222.9% | +689.5% | -466.6% | +36.5% |
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