+249.6%
ALAB vs MSI
+56.4%
+193.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.6% | +11.1% | +13.3% |
| 7D | -5.6% | +8.3% | -13.9% | -6.9% |
| 30D | -36.6% | +18.9% | -55.5% | -38.8% |
| 3M | -35.1% | +13.2% | -48.3% | -36.7% |
| 6M | +8.5% | +38.3% | -29.7% | -1.1% |
| YTD | +30.4% | +38.9% | -8.5% | +13.7% |
| 1Y | +31.0% | +36.7% | -5.6% | +15.6% |
| All | +249.6% | +56.4% | +193.2% | +214.7% |
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