+2,435.9%
SAP vs MSI
+726.3%
+1,709.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.5% | +7.4% | -5.9% | -1.2% |
| 30D | +8.8% | +18.7% | -9.9% | +2.0% |
| 3M | +12.1% | +14.5% | -2.4% | +6.4% |
| 6M | +34.6% | +38.1% | -3.5% | +18.8% |
| YTD | -2.1% | +38.7% | -40.8% | -14.4% |
| 1Y | -5.5% | +35.4% | -40.9% | -16.7% |
| 3Y | +67.4% | +75.1% | -7.6% | +32.2% |
| 5Y | +74.6% | +126.4% | -51.8% | +23.9% |
| 10Y | +224.0% | +671.4% | -447.4% | +41.0% |
| All | +2,435.9% | +726.3% | +1,709.6% | +661.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling