+2,885.9%
ALB vs MAS
+819.5%
+2,066.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -5.2% |
| 7D | -8.1% | -0.8% | -7.3% | -7.8% |
| 30D | +6.3% | -5.6% | +11.8% | +8.6% |
| 3M | -23.6% | +4.4% | -28.0% | -25.8% |
| 6M | -24.6% | +7.2% | -31.8% | -28.1% |
| YTD | -10.3% | +16.1% | -26.4% | -17.8% |
| 1Y | +61.5% | +0.1% | +61.4% | +56.9% |
| 3Y | -34.0% | +28.3% | -62.3% | -41.6% |
| 5Y | -44.6% | +30.5% | -75.1% | -51.4% |
| 10Y | +76.1% | +139.1% | -63.0% | +22.1% |
| All | +2,885.9% | +819.5% | +2,066.4% | +1,111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling