-24.6%
ALB vs MAS
+7.5%
-32.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.7% |
| 7D | -8.1% | -0.8% | -7.3% | -8.0% |
| 30D | +6.3% | -5.6% | +11.8% | +7.1% |
| 3M | -23.6% | +4.4% | -28.0% | -25.7% |
| 6M | -24.6% | +7.2% | -31.8% | -23.3% |
| All | -24.6% | +7.5% | -32.2% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling