+38.6%
ALB vs MSI
+664.3%
-625.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | -5.8% | +3.2% | -9.0% | -7.3% |
| 30D | -4.5% | +17.6% | -22.1% | -12.4% |
| 3M | -28.1% | +14.5% | -42.6% | -33.2% |
| 6M | -53.2% | +34.3% | -87.4% | -60.2% |
| YTD | -33.3% | +39.7% | -73.0% | -45.7% |
| 1Y | -17.4% | +40.2% | -57.6% | -33.0% |
| 3Y | -14.1% | +77.1% | -91.3% | -42.1% |
| 5Y | -64.0% | +124.0% | -188.1% | -79.5% |
| All | +38.6% | +664.3% | -625.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling