+569.6%
MA vs ALB
+35.3%
+534.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.8% | +1.1% | -2.8% | -2.0% |
| 30D | +11.0% | -2.6% | +13.6% | +11.4% |
| 3M | +17.9% | -25.6% | +43.4% | +23.9% |
| 6M | +33.2% | -54.0% | +87.2% | +52.8% |
| YTD | +16.5% | -31.6% | +48.1% | +20.7% |
| 1Y | +19.1% | -6.6% | +25.7% | +15.0% |
| 3Y | +70.6% | -14.0% | +84.6% | +53.5% |
| 5Y | +92.1% | -62.5% | +154.6% | +106.8% |
| 10Y | +569.6% | +36.3% | +533.3% | +284.5% |
| All | +569.6% | +35.3% | +534.2% | +284.5% |
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