+52.3%
MSFT vs SBAC
-10.4%
+62.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.6% |
| 30D | +0.2% | +11.2% | -11.0% | +0.1% |
| 3M | +6.4% | +4.5% | +1.9% | +6.2% |
| 6M | +28.7% | -12.2% | +40.9% | +28.1% |
| YTD | +10.4% | -0.1% | +10.5% | +9.8% |
| 1Y | +7.6% | -0.3% | +7.9% | +7.0% |
| 3Y | +52.3% | -8.7% | +61.0% | +48.6% |
| All | +52.3% | -10.4% | +62.7% | +48.6% |
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 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