+30.2%
ALB vs MAS
+219.8%
-189.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +7.0% | +5.7% |
| 7D | +5.5% | +4.6% | +0.9% | +2.4% |
| 30D | -7.5% | +19.9% | -27.4% | -18.0% |
| 3M | -16.9% | +8.9% | -25.8% | -22.1% |
| 6M | -49.2% | +20.2% | -69.4% | -56.1% |
| YTD | -29.9% | +33.9% | -63.7% | -45.2% |
| 1Y | +8.2% | +34.7% | -26.5% | -16.2% |
| 3Y | -19.4% | +60.4% | -79.8% | -44.5% |
| 5Y | -61.6% | +43.5% | -105.1% | -72.1% |
| All | +30.2% | +219.8% | -189.6% | -41.2% |
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