+191.4%
MA vs ALC
+30.3%
+161.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.2% |
| 7D | +1.8% | +2.3% | -0.5% | +0.6% |
| 30D | +11.8% | +15.5% | -3.7% | +4.0% |
| 3M | +17.2% | +0.6% | +16.6% | +16.5% |
| 6M | +33.4% | +18.4% | +15.0% | +21.9% |
| YTD | +16.1% | -5.6% | +21.7% | +17.5% |
| 1Y | +19.9% | 0.0% | +19.9% | +17.5% |
| 3Y | +70.1% | +2.8% | +67.3% | +56.1% |
| 5Y | +89.6% | -8.8% | +98.4% | +83.7% |
| All | +191.4% | +30.3% | +161.1% | +100.2% |
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