+17.1%
ALAB vs MA
+19.4%
-2.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +5.9% |
| 7D | -26.3% | +2.3% | -28.6% | -24.6% |
| 30D | -50.1% | +14.7% | -64.8% | -44.2% |
| 3M | -42.5% | +13.5% | -56.0% | -35.9% |
| 6M | -10.8% | +33.1% | -44.0% | +12.8% |
| YTD | +14.6% | +15.1% | -0.4% | +39.3% |
| 1Y | +17.1% | +18.7% | -1.6% | +39.1% |
| All | +17.1% | +19.4% | -2.3% | +39.1% |
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