+140.2%
MAS vs SBAC
+80.0%
+60.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -5.6% | +6.9% | -12.5% | -7.9% |
| 3M | +4.4% | -8.2% | +12.7% | +7.1% |
| 6M | +7.2% | -1.6% | +8.8% | +5.7% |
| YTD | +16.1% | -0.1% | +16.2% | +13.5% |
| 1Y | +0.1% | -0.5% | +0.6% | -2.2% |
| 3Y | +28.3% | -9.1% | +37.4% | +27.0% |
| 5Y | +30.5% | -43.8% | +74.3% | +55.4% |
| All | +140.2% | +80.0% | +60.2% | +96.6% |
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