+207.4%
ALAB vs MS
+122.4%
+85.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.8% |
| 7D | -26.3% | -1.6% | -24.7% | -24.6% |
| 30D | -50.1% | -3.8% | -46.3% | -47.4% |
| 3M | -42.5% | -14.6% | -27.9% | -31.6% |
| 6M | -10.8% | -5.1% | -5.8% | -3.3% |
| YTD | +14.6% | +4.5% | +10.1% | +12.1% |
| 1Y | +17.1% | +13.5% | +3.6% | +6.2% |
| All | +207.4% | +122.4% | +85.1% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling