-43.9%
ALB vs MAS
+32.0%
-75.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -5.5% |
| 7D | -8.1% | -0.8% | -7.3% | -7.8% |
| 30D | +6.3% | -5.6% | +11.8% | +9.6% |
| 3M | -23.6% | +4.4% | -28.0% | -27.3% |
| 6M | -24.6% | +7.2% | -31.8% | -30.6% |
| YTD | -10.3% | +16.1% | -26.4% | -23.2% |
| 1Y | +61.5% | +0.1% | +61.4% | +53.2% |
| 3Y | -34.0% | +28.3% | -62.3% | -47.8% |
| All | -43.9% | +32.0% | -75.9% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling