+88.5%
MA vs SBAC
-39.6%
+128.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +9.6% | +5.5% | +4.1% | +8.3% |
| 3M | +16.8% | +3.1% | +13.7% | +15.8% |
| 6M | +35.2% | -7.0% | +42.2% | +36.7% |
| YTD | +16.6% | +0.5% | +16.1% | +14.9% |
| 1Y | +19.8% | +0.2% | +19.5% | +18.1% |
| 3Y | +70.7% | -7.4% | +78.0% | +68.7% |
| All | +88.5% | -39.6% | +128.1% | +110.1% |
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