+92.1%
MA vs ALB
-61.7%
+153.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.8% | +1.1% | -2.8% | -1.9% |
| 30D | +11.0% | -2.6% | +13.6% | +11.2% |
| 3M | +17.9% | -25.6% | +43.4% | +21.5% |
| 6M | +33.2% | -54.0% | +87.2% | +44.7% |
| YTD | +16.5% | -31.6% | +48.1% | +18.8% |
| 1Y | +19.1% | -6.6% | +25.7% | +16.0% |
| 3Y | +70.6% | -14.0% | +84.6% | +57.9% |
| 5Y | +92.1% | -62.5% | +154.6% | +99.0% |
| All | +92.1% | -61.7% | +153.8% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling