+554.8%
MA vs ALB
+38.2%
+516.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.3% | +9.5% | -9.8% | -2.0% |
| 30D | +11.3% | -2.1% | +13.4% | +11.6% |
| 3M | +16.7% | -24.1% | +40.8% | +22.3% |
| 6M | +32.8% | -51.0% | +83.8% | +50.5% |
| YTD | +15.6% | -29.3% | +44.9% | +19.2% |
| 1Y | +19.6% | +3.2% | +16.4% | +13.1% |
| 3Y | +72.1% | -9.3% | +81.4% | +53.1% |
| 5Y | +96.0% | -61.6% | +157.7% | +110.2% |
| 10Y | +554.8% | +40.8% | +514.0% | +276.4% |
| All | +554.8% | +38.2% | +516.5% | +276.4% |
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