+881.7%
MS vs SBAC
+2,208.1%
-1,326.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | -0.3% | +6.9% | -7.2% | -1.9% |
| 3M | +0.3% | -8.2% | +8.5% | +2.0% |
| 6M | +31.3% | -1.6% | +33.0% | +30.1% |
| YTD | +24.7% | -0.1% | +24.8% | +22.5% |
| 1Y | +47.9% | -0.5% | +48.4% | +45.3% |
| 3Y | +178.3% | -9.1% | +187.4% | +174.8% |
| 5Y | +144.9% | -43.8% | +188.7% | +169.0% |
| 10Y | +804.5% | +80.5% | +724.0% | +629.8% |
| All | +881.7% | +2,208.1% | -1,326.4% | +377.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling