+83.0%
ALB vs MSI
+590.9%
-507.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.2% |
| 7D | -4.4% | -5.8% | +1.3% | -1.4% |
| 30D | -1.2% | -1.0% | -0.2% | -0.8% |
| 3M | -13.3% | +14.2% | -27.5% | -19.6% |
| 6M | -19.8% | +1.0% | -20.8% | -21.3% |
| YTD | -7.9% | +21.5% | -29.4% | -19.2% |
| 1Y | +60.2% | -2.1% | +62.3% | +58.0% |
| 3Y | -26.4% | +69.3% | -95.8% | -49.6% |
| 5Y | -42.5% | +99.3% | -141.8% | -65.1% |
| 10Y | +83.0% | +595.0% | -512.0% | -32.4% |
| All | +83.0% | +590.9% | -507.9% | -32.4% |
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