+400.4%
ALAB vs MSI
+38.3%
+362.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.6% | +10.0% |
| 7D | +7.2% | -3.7% | +10.9% | +8.2% |
| 30D | -2.5% | +6.8% | -9.3% | -4.5% |
| 3M | -13.3% | +14.3% | -27.6% | -16.8% |
| 6M | +172.8% | -1.6% | +174.4% | +177.2% |
| YTD | +86.6% | +22.8% | +63.8% | +66.7% |
| 1Y | +65.2% | -1.1% | +66.3% | +72.0% |
| All | +400.4% | +38.3% | +362.1% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling