+67.5%
MAS vs SBAC
-7.5%
+75.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.2% | +4.4% |
| 7D | +14.2% | +5.8% | +8.4% | +12.8% |
| 30D | +26.8% | +20.8% | +6.0% | +21.8% |
| 3M | +13.1% | +4.8% | +8.4% | +11.8% |
| 6M | +27.9% | -9.1% | +37.1% | +30.7% |
| YTD | +38.7% | +3.1% | +35.6% | +37.3% |
| 1Y | +40.4% | +2.2% | +38.2% | +39.3% |
| All | +67.5% | -7.5% | +75.0% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling