+43.3%
MA vs ALB
-34.0%
+77.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.8% |
| 7D | -2.7% | -8.1% | +5.4% | -2.2% |
| 30D | +1.5% | +6.3% | -4.7% | +1.1% |
| 3M | +20.4% | -23.6% | +44.0% | +22.2% |
| 6M | +11.1% | -24.6% | +35.8% | +12.4% |
| YTD | +2.0% | -10.3% | +12.2% | +1.3% |
| 1Y | -2.2% | +61.5% | -63.6% | -8.2% |
| All | +43.3% | -34.0% | +77.3% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling