+37.8%
ALAB vs MS
+17.9%
+19.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +4.8% |
| 7D | +3.4% | -1.7% | +5.2% | +7.0% |
| 30D | -28.8% | +0.9% | -29.7% | -28.3% |
| 3M | -26.0% | -10.8% | -15.2% | -14.6% |
| 6M | +11.4% | +0.9% | +10.5% | +14.9% |
| YTD | +38.8% | +9.8% | +29.0% | +26.4% |
| 1Y | +37.8% | +17.1% | +20.7% | +17.2% |
| All | +37.8% | +17.9% | +19.9% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling