+578.8%
MS vs SBAC
+97.3%
+481.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +0.7% | +3.0% | -2.2% | 0.0% |
| 30D | -0.9% | +4.3% | -5.2% | -2.1% |
| 3M | -13.0% | +4.1% | -17.1% | -14.1% |
| 6M | -2.0% | -11.6% | +9.6% | +0.6% |
| YTD | +7.8% | +0.4% | +7.4% | +5.4% |
| 1Y | +17.9% | -1.1% | +19.0% | +15.7% |
| 3Y | +174.8% | -7.3% | +182.0% | +167.8% |
| 5Y | +119.9% | -40.8% | +160.6% | +146.5% |
| 10Y | +578.8% | +103.0% | +475.9% | +587.6% |
| All | +578.8% | +97.3% | +481.6% | +587.6% |
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