+524.0%
MSI vs SBAC
+2,208.1%
-1,684.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +6.8% | +6.9% | -0.1% | +5.4% |
| 3M | +14.3% | -8.2% | +22.5% | +16.0% |
| 6M | -1.6% | -1.6% | +0.1% | -2.1% |
| YTD | +22.8% | -0.1% | +22.9% | +21.7% |
| 1Y | -1.1% | -0.5% | -0.6% | -2.0% |
| 3Y | +70.5% | -9.1% | +79.5% | +69.8% |
| 5Y | +102.8% | -43.8% | +146.6% | +120.4% |
| 10Y | +597.4% | +80.5% | +516.9% | +498.7% |
| All | +524.0% | +2,208.1% | -1,684.1% | +201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling