+671.4%
MSI vs SBAC
+103.9%
+567.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +7.4% | +3.6% | +3.8% | +6.2% |
| 30D | +18.7% | +4.9% | +13.8% | +16.9% |
| 3M | +14.5% | +6.5% | +8.0% | +11.9% |
| 6M | +38.1% | -11.1% | +49.2% | +42.0% |
| YTD | +38.7% | +0.9% | +37.8% | +35.8% |
| 1Y | +35.4% | -1.6% | +37.0% | +33.6% |
| 3Y | +75.1% | -7.0% | +82.1% | +71.5% |
| 5Y | +126.4% | -39.2% | +165.6% | +156.5% |
| 10Y | +671.4% | +111.4% | +560.0% | +582.8% |
| All | +671.4% | +103.9% | +567.5% | +582.8% |
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