+400.4%
ALAB vs MSCI
+4.8%
+395.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.0% | +9.8% |
| 7D | +7.2% | +0.4% | +6.8% | +7.2% |
| 30D | -2.5% | +0.6% | -3.1% | -2.6% |
| 3M | -13.3% | -7.1% | -6.2% | -12.7% |
| 6M | +172.8% | +0.8% | +172.0% | +168.2% |
| YTD | +86.6% | +1.0% | +85.6% | +82.1% |
| 1Y | +65.2% | +4.3% | +60.8% | +59.1% |
| All | +400.4% | +4.8% | +395.6% | +360.7% |
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