+2.8%
MOS vs SBAC
+97.3%
-94.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +19.7% | +3.0% | +16.7% | +19.0% |
| 30D | +21.5% | +4.3% | +17.2% | +20.5% |
| 3M | -0.4% | +4.1% | -4.6% | -1.5% |
| 6M | +4.5% | -11.6% | +16.2% | +6.9% |
| YTD | -2.9% | +0.4% | -3.3% | -4.3% |
| 1Y | -7.7% | -1.1% | -6.6% | -8.7% |
| 3Y | -25.6% | -7.3% | -18.4% | -26.2% |
| 5Y | -31.2% | -40.8% | +9.6% | -24.9% |
| 10Y | +2.8% | +103.0% | -100.1% | +13.0% |
| All | +2.8% | +97.3% | -94.4% | +13.0% |
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