+553.1%
MA vs ALB
+33.3%
+519.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +2.3% | +9.1% | -6.8% | +0.6% |
| 30D | +14.7% | -3.4% | +18.1% | +15.2% |
| 3M | +13.5% | -20.6% | +34.1% | +17.9% |
| 6M | +33.1% | -48.2% | +81.3% | +49.2% |
| YTD | +15.1% | -29.2% | +44.3% | +18.6% |
| 1Y | +18.7% | +10.0% | +8.7% | +10.7% |
| 3Y | +72.1% | -12.9% | +85.0% | +54.8% |
| 5Y | +92.8% | -61.3% | +154.1% | +106.1% |
| All | +553.1% | +33.3% | +519.7% | +294.2% |
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