+1,932.6%
MSFT vs SBAC
+2,208.1%
-275.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.9% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | +2.7% | +6.9% | -4.2% | +1.8% |
| 3M | +17.0% | -8.2% | +25.2% | +18.1% |
| 6M | +23.8% | -1.6% | +25.5% | +23.4% |
| YTD | +4.0% | -0.1% | +4.1% | +3.2% |
| 1Y | -0.8% | -0.5% | -0.4% | -1.6% |
| 3Y | +55.6% | -9.1% | +64.7% | +54.5% |
| 5Y | +72.9% | -43.8% | +116.7% | +82.6% |
| 10Y | +875.8% | +80.5% | +795.3% | +790.0% |
| All | +1,932.6% | +2,208.1% | -275.5% | +1,193.7% |
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 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