+727.6%
MS vs SBAC
+2,252.5%
-1,524.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.6% |
| 7D | -3.4% | +4.4% | -7.8% | -4.4% |
| 30D | -3.9% | +13.8% | -17.7% | -7.1% |
| 3M | -15.9% | +9.0% | -24.9% | -17.9% |
| 6M | -2.5% | -10.0% | +7.5% | -0.7% |
| YTD | +5.1% | +1.8% | +3.3% | +2.5% |
| 1Y | +13.0% | +1.1% | +11.8% | +10.3% |
| 3Y | +160.7% | -9.5% | +170.2% | +157.3% |
| 5Y | +114.0% | -39.0% | +153.0% | +130.1% |
| 10Y | +637.5% | +101.1% | +536.3% | +478.5% |
| All | +727.6% | +2,252.5% | -1,524.9% | +300.1% |
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