+80.7%
SAP vs MSI
+124.3%
-43.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +3.2% | -2.6% | -0.7% |
| 30D | +6.5% | +17.6% | -11.1% | -0.1% |
| 3M | +12.2% | +14.5% | -2.3% | +6.2% |
| 6M | +46.1% | +34.3% | +11.8% | +29.6% |
| YTD | -1.6% | +39.7% | -41.3% | -15.3% |
| 1Y | -5.1% | +40.2% | -45.3% | -18.4% |
| 3Y | +68.4% | +77.1% | -8.8% | +23.4% |
| All | +80.7% | +124.3% | -43.6% | +10.0% |
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