+920.4%
MSFT vs SBAC
+97.3%
+823.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | +7.5% | +3.0% | +4.5% | +6.6% |
| 30D | +1.9% | +4.3% | -2.4% | +0.5% |
| 3M | +9.2% | +4.1% | +5.1% | +7.7% |
| 6M | +31.9% | -11.6% | +43.5% | +36.0% |
| YTD | +13.4% | +0.4% | +13.1% | +10.8% |
| 1Y | +10.6% | -1.1% | +11.7% | +8.6% |
| 3Y | +54.7% | -7.3% | +61.9% | +49.3% |
| 5Y | +69.1% | -40.8% | +109.9% | +95.7% |
| 10Y | +920.4% | +103.0% | +817.4% | +659.7% |
| All | +920.4% | +97.3% | +823.1% | +659.7% |
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