+365.7%
ALAB vs MSI
+36.8%
+328.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.7% |
| 7D | +3.2% | -5.8% | +8.9% | +4.7% |
| 30D | -13.6% | -1.0% | -12.6% | -13.5% |
| 3M | -16.6% | +14.2% | -30.7% | -19.9% |
| 6M | +142.3% | +1.0% | +141.3% | +143.0% |
| YTD | +73.6% | +21.5% | +52.2% | +55.6% |
| 1Y | +33.7% | -2.1% | +35.8% | +39.5% |
| All | +365.7% | +36.8% | +328.8% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling