+501.8%
MAS vs SBAC
+2,281.7%
-1,780.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.2% | +4.8% |
| 7D | +14.2% | +5.8% | +8.4% | +13.3% |
| 30D | +26.8% | +20.8% | +6.0% | +23.3% |
| 3M | +13.1% | +4.8% | +8.4% | +12.2% |
| 6M | +27.9% | -9.1% | +37.1% | +29.1% |
| YTD | +38.7% | +3.1% | +35.6% | +36.9% |
| 1Y | +40.4% | +2.2% | +38.2% | +38.7% |
| 3Y | +66.1% | -8.4% | +74.5% | +65.9% |
| 5Y | +47.4% | -38.6% | +86.1% | +55.2% |
| 10Y | +238.3% | +103.6% | +134.7% | +204.8% |
| All | +501.8% | +2,281.7% | -1,780.0% | +356.2% |
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