+568.4%
MA vs ALB
+34.3%
+534.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.3% |
| 7D | +1.8% | +5.3% | -3.5% | +0.8% |
| 30D | +11.8% | -6.3% | +18.1% | +13.0% |
| 3M | +17.2% | -27.4% | +44.6% | +23.8% |
| 6M | +33.4% | -53.1% | +86.5% | +52.4% |
| YTD | +16.1% | -32.3% | +48.5% | +20.6% |
| 1Y | +19.9% | -7.3% | +27.2% | +16.0% |
| 3Y | +70.1% | -14.9% | +85.0% | +53.3% |
| 5Y | +89.6% | -62.0% | +151.7% | +102.9% |
| 10Y | +568.4% | +33.0% | +535.4% | +288.9% |
| All | +568.4% | +34.3% | +534.1% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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