+92.3%
MA vs SBAC
-40.3%
+132.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +14.7% | +11.2% | +3.5% | +12.0% |
| 3M | +13.5% | +4.5% | +9.0% | +12.2% |
| 6M | +33.1% | -12.2% | +45.3% | +36.3% |
| YTD | +15.1% | -0.1% | +15.2% | +13.6% |
| 1Y | +18.7% | -0.3% | +19.0% | +17.2% |
| 3Y | +72.1% | -8.7% | +80.8% | +70.9% |
| All | +92.3% | -40.3% | +132.7% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling