+33.0%
ALB vs MAS
+219.2%
-186.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.4% |
| 7D | +5.3% | +3.6% | +1.7% | +2.8% |
| 30D | -6.3% | +23.8% | -30.1% | -18.7% |
| 3M | -27.4% | +14.4% | -41.8% | -34.0% |
| 6M | -53.1% | +19.7% | -72.8% | -59.4% |
| YTD | -32.3% | +36.0% | -68.3% | -47.7% |
| 1Y | -7.3% | +40.4% | -47.7% | -30.2% |
| 3Y | -14.9% | +58.9% | -73.8% | -41.1% |
| 5Y | -62.0% | +44.5% | -106.6% | -72.6% |
| 10Y | +33.0% | +214.8% | -181.7% | -40.9% |
| All | +33.0% | +219.2% | -186.2% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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