+601.6%
MSI vs SBAC
+80.2%
+521.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -1.0% | +3.2% | -4.2% | -2.0% |
| 3M | +14.2% | -5.1% | +19.2% | +15.6% |
| 6M | +1.0% | -2.1% | +3.2% | +0.4% |
| YTD | +21.5% | -0.5% | +22.0% | +19.9% |
| 1Y | -2.1% | +1.1% | -3.3% | -4.1% |
| 3Y | +69.3% | -7.4% | +76.8% | +66.2% |
| 5Y | +99.3% | -44.3% | +143.6% | +133.2% |
| All | +601.6% | +80.2% | +521.3% | +539.3% |
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 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