+2,432.7%
SAP vs MSI
+706.1%
+1,726.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | -0.7% | +4.7% | -5.3% | -2.4% |
| 30D | +11.1% | +14.8% | -3.7% | +5.5% |
| 3M | +17.0% | +8.8% | +8.2% | +13.2% |
| 6M | +34.8% | +19.3% | +15.5% | +25.4% |
| YTD | -2.2% | +35.3% | -37.6% | -13.7% |
| 1Y | -6.4% | +33.8% | -40.2% | -17.1% |
| 3Y | +75.1% | +74.4% | +0.7% | +38.5% |
| 5Y | +69.8% | +120.5% | -50.7% | +21.7% |
| 10Y | +219.8% | +685.2% | -465.4% | +38.3% |
| All | +2,432.7% | +706.1% | +1,726.6% | +667.9% |
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