+192.4%
MA vs ALC
+30.4%
+162.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | -0.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.8% |
| 30D | +9.6% | +16.0% | -6.4% | +1.7% |
| 3M | +16.8% | +0.8% | +16.0% | +16.0% |
| 6M | +35.2% | +16.8% | +18.4% | +24.3% |
| YTD | +16.6% | -5.5% | +22.1% | +17.9% |
| 1Y | +19.8% | -5.3% | +25.0% | +20.8% |
| 3Y | +70.7% | +4.1% | +66.6% | +55.5% |
| 5Y | +87.4% | -7.1% | +94.5% | +79.3% |
| All | +192.4% | +30.4% | +162.1% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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