+249.6%
ALAB vs MS
+129.3%
+120.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.1% | +10.6% | +10.4% |
| 7D | -5.6% | +0.7% | -6.3% | -5.3% |
| 30D | -36.6% | -0.9% | -35.7% | -35.1% |
| 3M | -35.1% | -13.0% | -22.1% | -24.1% |
| 6M | +8.5% | -2.0% | +10.5% | +14.1% |
| YTD | +30.4% | +7.8% | +22.6% | +23.8% |
| 1Y | +31.0% | +17.9% | +13.2% | +14.6% |
| All | +249.6% | +129.3% | +120.3% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling