+103.9%
MSFU vs SBAC
-36.0%
+139.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +14.6% | +3.0% | +11.6% | +14.1% |
| 30D | +2.1% | +4.3% | -2.2% | +1.4% |
| 3M | +14.7% | +4.1% | +10.5% | +13.8% |
| 6M | +55.7% | -11.6% | +67.3% | +58.2% |
| YTD | +7.1% | +0.4% | +6.7% | +5.6% |
| 1Y | -0.5% | -1.1% | +0.6% | -1.6% |
| 3Y | +35.7% | -7.3% | +43.0% | +31.6% |
| All | +103.9% | -36.0% | +139.8% | +170.0% |
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