-32.2%
MOS vs SBAC
-39.7%
+7.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.6% |
| 7D | +22.5% | +4.4% | +18.1% | +21.4% |
| 30D | +6.6% | +13.8% | -7.1% | +3.7% |
| 3M | -3.8% | +9.0% | -12.8% | -5.7% |
| 6M | -2.2% | -10.0% | +7.8% | -0.3% |
| YTD | -4.8% | +1.8% | -6.6% | -6.3% |
| 1Y | -11.7% | +1.1% | -12.8% | -13.0% |
| 3Y | -26.5% | -9.5% | -17.0% | -26.3% |
| 5Y | -32.2% | -39.0% | +6.8% | -25.9% |
| All | -32.2% | -39.7% | +7.5% | -25.9% |
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