+517.0%
MA vs SBAC
+78.4%
+438.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +1.5% | +6.9% | -5.4% | -0.7% |
| 3M | +20.4% | -8.2% | +28.7% | +23.4% |
| 6M | +11.1% | -1.6% | +12.8% | +10.1% |
| YTD | +2.0% | -0.1% | +2.1% | 0.0% |
| 1Y | -2.2% | -0.5% | -1.7% | -4.1% |
| 3Y | +41.9% | -9.1% | +51.0% | +39.4% |
| 5Y | +75.4% | -43.8% | +119.1% | +108.1% |
| All | +517.0% | +78.4% | +438.5% | +374.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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