+2,153.1%
ALB vs MAS
+998.1%
+1,155.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +3.0% |
| 7D | -2.1% | +14.2% | -16.2% | -7.4% |
| 30D | -9.0% | +26.8% | -35.8% | -17.8% |
| 3M | -21.1% | +13.1% | -34.3% | -25.5% |
| 6M | -49.9% | +27.9% | -77.8% | -55.5% |
| YTD | -32.3% | +38.7% | -70.9% | -42.6% |
| 1Y | +8.6% | +40.4% | -31.8% | -8.5% |
| 3Y | -22.2% | +66.1% | -88.3% | -38.2% |
| 5Y | -63.0% | +47.4% | -110.4% | -69.3% |
| 10Y | +29.9% | +238.3% | -208.4% | -21.3% |
| All | +2,153.1% | +998.1% | +1,155.1% | +746.4% |
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