+56.4%
SAP vs MSI
+103.4%
-47.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.9% | -3.7% | +0.8% | -1.5% |
| 30D | +9.0% | +6.8% | +2.2% | +5.9% |
| 3M | +14.9% | +14.3% | +0.6% | +8.8% |
| 6M | +11.9% | -1.6% | +13.5% | +11.8% |
| YTD | -9.9% | +22.8% | -32.7% | -18.2% |
| 1Y | -19.5% | -1.1% | -18.4% | -20.0% |
| 3Y | +61.8% | +70.5% | -8.7% | +19.5% |
| All | +56.4% | +103.4% | -47.0% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling