-62.1%
ALB vs MSI
+118.7%
-180.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +9.1% | +4.7% | +4.4% | +7.0% |
| 30D | -3.4% | +14.8% | -18.2% | -8.9% |
| 3M | -20.6% | +8.8% | -29.4% | -23.5% |
| 6M | -48.2% | +19.3% | -67.5% | -52.3% |
| YTD | -29.2% | +35.3% | -64.6% | -39.5% |
| 1Y | +10.0% | +33.8% | -23.8% | -5.4% |
| 3Y | -12.9% | +74.4% | -87.3% | -41.0% |
| All | -62.1% | +118.7% | -180.8% | -80.1% |
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