+2,176.8%
ALB vs MSI
+1,185.7%
+991.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +1.1% | +7.7% | -6.6% | -0.9% |
| 30D | -2.6% | +19.9% | -22.5% | -7.3% |
| 3M | -25.6% | +14.9% | -40.5% | -28.4% |
| 6M | -54.0% | +37.2% | -91.3% | -57.9% |
| YTD | -31.6% | +40.8% | -72.4% | -38.3% |
| 1Y | -6.6% | +38.1% | -44.7% | -15.3% |
| 3Y | -14.0% | +77.7% | -91.7% | -27.9% |
| 5Y | -62.5% | +129.0% | -191.6% | -70.7% |
| 10Y | +36.3% | +671.3% | -635.0% | -20.6% |
| All | +2,176.8% | +1,185.7% | +991.2% | +882.7% |
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