+2,885.9%
ALB vs MSI
+1,021.4%
+1,864.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.2% |
| 7D | -8.1% | -3.7% | -4.4% | -7.1% |
| 30D | +6.3% | +6.8% | -0.6% | +4.3% |
| 3M | -23.6% | +14.3% | -37.9% | -26.4% |
| 6M | -24.6% | -1.6% | -23.0% | -24.7% |
| YTD | -10.3% | +22.8% | -33.1% | -16.0% |
| 1Y | +61.5% | -1.1% | +62.6% | +59.9% |
| 3Y | -34.0% | +70.5% | -104.4% | -44.1% |
| 5Y | -44.6% | +102.8% | -147.4% | -55.1% |
| 10Y | +76.1% | +597.4% | -521.3% | +5.6% |
| All | +2,885.9% | +1,021.4% | +1,864.5% | +1,238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling