+188.7%
MA vs ALC
+31.8%
+156.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | +2.3% | +4.9% | -2.6% | -0.1% |
| 30D | +14.7% | +19.0% | -4.3% | +5.2% |
| 3M | +13.5% | +7.8% | +5.7% | +9.0% |
| 6M | +33.1% | +14.6% | +18.5% | +23.6% |
| YTD | +15.1% | -4.4% | +19.5% | +15.8% |
| 1Y | +18.7% | +1.4% | +17.3% | +15.6% |
| 3Y | +72.1% | +2.5% | +69.6% | +58.5% |
| 5Y | +92.8% | -10.9% | +103.7% | +89.4% |
| All | +188.7% | +31.8% | +156.9% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling