Beta · Risk · Fama and MacBeth (1973)

CAPM beta

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1928Q2 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
−5.81%
95% interval −11.20% to 0.70%
Next year
2026Q4–2027Q3
−5.92%
95% interval −11.26% to 0.54%
Next five years
2026Q4–2031Q3
−6.23%
95% interval −11.45% to 0.11%

Forecast made 16 Sep 2026, conditioning on this portfolio's OAP returns, which end 2024Q4. The 7 quarters between then and 2026Q4 are unobserved and are integrated out under the model.

Cumulative market-adjusted return

−100% since 1928Q2 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1928Q2–2024Q4 −7.75% 23.41% −0.33 −3.26
2020Q1–2024Q4 5.84% 29.77% 0.20 0.44
2024Q1–2024Q4 12.53% 50.11% 0.25 0.25

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 −0.25 −0.48 – 0.03 0.96
2026Q4–2027Q3 −0.25 −0.48 – 0.02 0.97
2026Q4–2031Q3 −0.25 −0.48 – <0.01 0.97
Category
Risk
Form
Continuous
Data
Price
Sorted on
High minus low
Names per leg
425.5 long / 431.5 short median · 68.1 at the 10th pctile
Original sample
1929–1968