+19.1%
MA vs ALC
-4.7%
+23.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.9% |
| 7D | -1.8% | -6.3% | +4.5% | +0.1% |
| 30D | +11.0% | +12.6% | -1.6% | +7.8% |
| 3M | +17.9% | -3.8% | +21.7% | +18.7% |
| 6M | +33.2% | +16.8% | +16.3% | +28.4% |
| YTD | +16.5% | -7.6% | +24.1% | +17.0% |
| 1Y | +19.1% | -5.9% | +25.0% | +17.9% |
| All | +19.1% | -4.7% | +23.8% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling