+17.1%
ALAB vs MS
+12.8%
+4.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.9% |
| 7D | -26.3% | -1.6% | -24.7% | -24.2% |
| 30D | -50.1% | -3.8% | -46.3% | -47.0% |
| 3M | -42.5% | -14.6% | -27.9% | -30.2% |
| 6M | -10.8% | -5.1% | -5.8% | -1.6% |
| YTD | +14.6% | +4.5% | +10.1% | +10.5% |
| 1Y | +17.1% | +13.5% | +3.6% | +2.5% |
| All | +17.1% | +12.8% | +4.4% | +2.5% |
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