+72.2%
MSFU vs SBAC
-36.5%
+108.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -3.2% | -0.1% | -3.1% | -3.1% |
| 30D | -3.1% | +3.2% | -6.4% | -3.6% |
| 3M | +35.3% | -5.1% | +40.3% | +36.1% |
| 6M | +31.6% | -2.1% | +33.7% | +30.8% |
| YTD | -9.5% | -0.5% | -9.0% | -10.6% |
| 1Y | -18.4% | +1.1% | -19.5% | -19.7% |
| 3Y | +26.9% | -7.4% | +34.4% | +22.8% |
| All | +72.2% | -36.5% | +108.8% | +128.7% |
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