-16.7%
ALB vs MAS
+67.0%
-83.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +2.4% |
| 7D | -2.1% | +14.2% | -16.2% | -8.8% |
| 30D | -9.0% | +26.8% | -35.8% | -20.2% |
| 3M | -21.1% | +13.1% | -34.3% | -26.6% |
| 6M | -49.9% | +27.9% | -77.8% | -57.6% |
| YTD | -32.3% | +38.7% | -70.9% | -47.8% |
| 1Y | +8.6% | +40.4% | -31.8% | -17.4% |
| All | -16.7% | +67.0% | -83.6% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling