+35.3%
MAS vs SBAC
-43.7%
+79.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -5.6% | +6.9% | -12.5% | -7.6% |
| 3M | +4.4% | -8.2% | +12.7% | +7.0% |
| 6M | +7.2% | -1.6% | +8.8% | +6.4% |
| YTD | +16.1% | -0.1% | +16.2% | +14.2% |
| 1Y | +0.1% | -0.5% | +0.6% | -1.6% |
| 3Y | +28.3% | -9.1% | +37.4% | +27.4% |
| All | +35.3% | -43.7% | +79.0% | +56.5% |
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