+7.6%
MOS vs SBAC
+93.8%
-86.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +21.6% | +1.2% | +20.4% | +21.4% |
| 30D | +12.0% | +11.2% | +0.8% | +9.3% |
| 3M | -3.9% | +4.5% | -8.3% | -4.9% |
| 6M | -3.3% | -12.2% | +8.8% | -1.0% |
| YTD | -4.6% | -0.1% | -4.5% | -5.9% |
| 1Y | -7.0% | -0.3% | -6.7% | -8.2% |
| 3Y | -24.4% | -8.7% | -15.7% | -24.7% |
| 5Y | -32.1% | -40.2% | +8.0% | -26.1% |
| All | +7.6% | +93.8% | -86.1% | +14.6% |
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