+222.1%
MAS vs SBAC
+97.5%
+124.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | +4.6% | +4.4% | +0.1% | +3.0% |
| 30D | +19.9% | +13.8% | +6.1% | +14.2% |
| 3M | +8.9% | +9.0% | -0.1% | +5.2% |
| 6M | +20.2% | -10.0% | +30.2% | +23.6% |
| YTD | +33.9% | +1.8% | +32.1% | +29.7% |
| 1Y | +34.7% | +1.1% | +33.5% | +30.7% |
| 3Y | +60.4% | -9.5% | +69.9% | +59.4% |
| 5Y | +43.5% | -39.0% | +82.5% | +65.1% |
| All | +222.1% | +97.5% | +124.5% | +168.9% |
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 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