+553.7%
MS vs SBAC
+103.9%
+449.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | +0.8% | +3.6% | -2.9% | -0.1% |
| 30D | -0.7% | +4.9% | -5.6% | -2.0% |
| 3M | -12.4% | +6.5% | -18.8% | -14.0% |
| 6M | -1.7% | -11.1% | +9.4% | +0.7% |
| YTD | +8.0% | +0.9% | +7.1% | +5.5% |
| 1Y | +16.2% | -1.6% | +17.8% | +14.3% |
| 3Y | +171.3% | -7.0% | +178.3% | +164.1% |
| 5Y | +124.8% | -39.2% | +164.0% | +150.0% |
| 10Y | +553.7% | +111.4% | +442.3% | +540.6% |
| All | +553.7% | +103.9% | +449.8% | +540.6% |
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