+40.8%
ALB vs MSI
+689.5%
-648.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.5% |
| 7D | +9.5% | +8.3% | +1.1% | +5.0% |
| 30D | -2.1% | +18.9% | -21.0% | -10.7% |
| 3M | -24.1% | +13.2% | -37.4% | -29.1% |
| 6M | -51.0% | +38.3% | -89.3% | -59.1% |
| YTD | -29.3% | +38.9% | -68.2% | -42.3% |
| 1Y | +3.2% | +36.7% | -33.5% | -15.1% |
| 3Y | -9.3% | +76.6% | -85.9% | -38.7% |
| 5Y | -61.6% | +124.5% | -186.1% | -78.2% |
| 10Y | +40.8% | +674.5% | -633.7% | -55.2% |
| All | +40.8% | +689.5% | -648.7% | -55.2% |
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