+400.4%
ALAB vs MS
+165.2%
+235.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.5% |
| 7D | +7.2% | +1.4% | +5.9% | +5.8% |
| 30D | -2.5% | -0.3% | -2.3% | -2.5% |
| 3M | -13.3% | +0.3% | -13.6% | -13.0% |
| 6M | +172.8% | +31.3% | +141.5% | +110.0% |
| YTD | +86.6% | +24.7% | +61.9% | +50.5% |
| 1Y | +65.2% | +47.9% | +17.2% | +13.1% |
| All | +400.4% | +165.2% | +235.2% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling