+176.2%
SAP vs MSI
+590.9%
-414.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -0.3% | -5.8% | +5.5% | +2.2% |
| 30D | +2.6% | -1.0% | +3.6% | +2.9% |
| 3M | +16.3% | +14.2% | +2.1% | +9.7% |
| 6M | +6.4% | +1.0% | +5.3% | +5.1% |
| YTD | -11.4% | +21.5% | -32.9% | -19.5% |
| 1Y | -20.4% | -2.1% | -18.3% | -20.8% |
| 3Y | +56.5% | +69.3% | -12.8% | +19.0% |
| 5Y | +56.8% | +99.3% | -42.5% | +8.8% |
| 10Y | +176.2% | +595.0% | -418.8% | +26.3% |
| All | +176.2% | +590.9% | -414.7% | +26.3% |
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