-43.6%
ALAB vs MA
+14.1%
-57.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.5% | -17.1% | -21.4% |
| 7D | -38.2% | +3.2% | -41.4% | -34.9% |
| 30D | -54.0% | +15.9% | -69.9% | -45.7% |
| 3M | -43.6% | +15.2% | -58.8% | -34.6% |
| All | -43.6% | +14.1% | -57.7% | -34.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling