+92.3%
MA vs ALB
-61.7%
+154.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +2.3% | +9.1% | -6.8% | +1.3% |
| 30D | +14.7% | -3.4% | +18.1% | +15.0% |
| 3M | +13.5% | -20.6% | +34.1% | +16.1% |
| 6M | +33.1% | -48.2% | +81.3% | +42.6% |
| YTD | +15.1% | -29.2% | +44.3% | +16.9% |
| 1Y | +18.7% | +10.0% | +8.7% | +13.1% |
| 3Y | +72.1% | -12.9% | +85.0% | +59.5% |
| All | +92.3% | -61.7% | +154.1% | +95.3% |
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