+176.8%
MS vs SBAC
-6.5%
+183.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +5.1% | +0.6% | +4.5% | +5.0% |
| 30D | +5.7% | +5.5% | +0.2% | +5.5% |
| 3M | -12.2% | +3.1% | -15.2% | -12.3% |
| 6M | -0.5% | -7.0% | +6.5% | -0.3% |
| YTD | +9.8% | +0.5% | +9.3% | +9.6% |
| 1Y | +17.7% | +0.2% | +17.5% | +17.5% |
| 3Y | +176.8% | -7.4% | +184.2% | +180.8% |
| All | +176.8% | -6.5% | +183.4% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling