+44.4%
ALAB vs MA
+17.3%
+27.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -2.2% |
| 7D | +26.9% | -0.5% | +27.4% | +26.4% |
| 30D | -30.0% | +7.9% | -37.9% | -25.3% |
| 3M | -28.5% | +16.8% | -45.3% | -19.0% |
| 6M | +11.4% | +31.0% | -19.6% | +39.9% |
| YTD | +36.9% | +15.0% | +21.9% | +66.8% |
| 1Y | +44.4% | +17.0% | +27.3% | +74.3% |
| All | +44.4% | +17.3% | +27.1% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling