+15,762.5%
MA vs SBAC
+832.0%
+14,930.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.8% | +3.6% | -1.8% | +0.3% |
| 30D | +11.8% | +4.9% | +6.9% | +9.5% |
| 3M | +17.2% | +6.5% | +10.7% | +13.7% |
| 6M | +33.4% | -11.1% | +44.5% | +38.4% |
| YTD | +16.1% | +0.9% | +15.2% | +12.2% |
| 1Y | +19.9% | -1.6% | +21.5% | +17.0% |
| 3Y | +70.1% | -7.0% | +77.1% | +64.5% |
| 5Y | +89.6% | -39.2% | +128.9% | +115.1% |
| 10Y | +568.4% | +111.4% | +457.1% | +316.5% |
| All | +15,762.5% | +832.0% | +14,930.5% | +4,710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling