-43.9%
ALB vs MSI
+103.4%
-147.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.1% |
| 7D | -8.1% | -3.7% | -4.4% | -6.6% |
| 30D | +6.3% | +6.8% | -0.6% | +3.2% |
| 3M | -23.6% | +14.3% | -37.9% | -28.1% |
| 6M | -24.6% | -1.6% | -23.0% | -24.5% |
| YTD | -10.3% | +22.8% | -33.1% | -20.1% |
| 1Y | +61.5% | -1.1% | +62.6% | +60.6% |
| 3Y | -34.0% | +70.5% | -104.4% | -55.8% |
| All | -43.9% | +103.4% | -147.3% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling