+70.6%
MA vs ALC
+2.0%
+68.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.9% |
| 7D | -1.8% | -6.3% | +4.5% | 0.0% |
| 30D | +11.0% | +12.6% | -1.6% | +7.5% |
| 3M | +17.9% | -3.8% | +21.7% | +19.0% |
| 6M | +33.2% | +16.8% | +16.3% | +27.5% |
| YTD | +16.5% | -7.6% | +24.1% | +18.0% |
| 1Y | +19.1% | -5.9% | +25.0% | +19.9% |
| All | +70.6% | +2.0% | +68.5% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling