+73.2%
MSFT vs SBAC
-43.8%
+117.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -2.7% | +3.9% | -6.5% | -3.3% |
| 3M | +22.1% | -8.2% | +30.3% | +23.7% |
| 6M | +20.6% | -2.8% | +23.4% | +20.2% |
| YTD | +2.3% | -1.5% | +3.8% | +1.5% |
| 1Y | -0.5% | 0.0% | -0.6% | -1.8% |
| 3Y | +50.5% | -8.4% | +58.9% | +47.0% |
| All | +73.2% | -43.8% | +117.0% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling