+267.2%
ALAB vs MSI
+57.1%
+210.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +26.9% | +2.6% | +24.3% | +26.5% |
| 30D | -30.0% | +18.1% | -48.1% | -32.2% |
| 3M | -28.5% | +13.2% | -41.8% | -30.3% |
| 6M | +11.4% | +36.3% | -24.8% | +2.3% |
| YTD | +36.9% | +39.5% | -2.6% | +19.4% |
| 1Y | +44.4% | +36.9% | +7.5% | +27.5% |
| All | +267.2% | +57.1% | +210.1% | +230.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling