+36.3%
ALB vs MSI
+683.5%
-647.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.3% |
| 7D | +1.1% | +7.7% | -6.6% | -2.8% |
| 30D | -2.6% | +19.9% | -22.5% | -11.5% |
| 3M | -25.6% | +14.9% | -40.5% | -31.0% |
| 6M | -54.0% | +37.2% | -91.3% | -61.4% |
| YTD | -31.6% | +40.8% | -72.4% | -44.5% |
| 1Y | -6.6% | +38.1% | -44.7% | -23.5% |
| 3Y | -14.0% | +77.7% | -91.7% | -42.0% |
| 5Y | -62.5% | +129.0% | -191.6% | -78.9% |
| 10Y | +36.3% | +671.3% | -635.0% | -57.4% |
| All | +36.3% | +683.5% | -647.2% | -57.4% |
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