+74.4%
MSI vs SBAC
-10.4%
+84.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +4.7% | +1.2% | +3.5% | +4.5% |
| 30D | +14.8% | +11.2% | +3.6% | +13.0% |
| 3M | +8.8% | +4.5% | +4.4% | +8.0% |
| 6M | +19.3% | -12.2% | +31.5% | +21.0% |
| YTD | +35.3% | -0.1% | +35.5% | +34.6% |
| 1Y | +33.8% | -0.3% | +34.0% | +33.1% |
| 3Y | +74.4% | -8.7% | +83.2% | +73.4% |
| All | +74.4% | -10.4% | +84.8% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling