+207.4%
ALAB vs MSCI
+17.2%
+190.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.5% | +6.4% |
| 7D | -26.3% | +2.8% | -29.1% | -26.3% |
| 30D | -50.1% | +15.4% | -65.5% | -50.7% |
| 3M | -42.5% | +13.4% | -55.9% | -43.1% |
| 6M | -10.8% | +10.9% | -21.8% | -12.7% |
| YTD | +14.6% | +13.0% | +1.7% | +10.8% |
| 1Y | +17.1% | +12.0% | +5.1% | +13.5% |
| All | +207.4% | +17.2% | +190.3% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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