+2,068.8%
MSFT vs SBAC
+2,232.4%
-163.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +2.3% | +3.6% | -1.3% | +1.9% |
| 30D | -0.4% | +4.9% | -5.3% | -1.0% |
| 3M | +5.6% | +6.5% | -0.9% | +4.6% |
| 6M | +29.0% | -11.1% | +40.1% | +30.6% |
| YTD | +10.9% | +0.9% | +10.0% | +9.9% |
| 1Y | +6.2% | -1.6% | +7.8% | +5.6% |
| 3Y | +47.6% | -7.0% | +54.6% | +46.2% |
| 5Y | +67.9% | -39.2% | +107.2% | +75.5% |
| 10Y | +922.9% | +111.4% | +811.5% | +815.2% |
| All | +2,068.8% | +2,232.4% | -163.6% | +1,277.3% |
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