+155.8%
MA vs ALC
+24.0%
+131.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | 0.0% |
| 7D | -2.7% | -2.1% | -0.6% | -1.7% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +20.4% | +5.9% | +14.5% | +16.6% |
| 6M | +11.1% | -15.9% | +27.1% | +19.9% |
| YTD | +2.0% | -10.1% | +12.1% | +5.9% |
| 1Y | -2.2% | -10.2% | +8.1% | +1.3% |
| 3Y | +41.9% | -13.6% | +55.4% | +44.2% |
| 5Y | +75.4% | -15.1% | +90.5% | +76.0% |
| All | +155.8% | +24.0% | +131.8% | +80.4% |
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