+190.1%
MA vs ALC
+34.7%
+155.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | +3.2% | +7.6% | -4.4% | -0.5% |
| 30D | +15.9% | +21.1% | -5.2% | +5.4% |
| 3M | +15.2% | +8.5% | +6.7% | +10.2% |
| 6M | +32.4% | +2.8% | +29.6% | +29.1% |
| YTD | +15.6% | -2.4% | +18.0% | +15.1% |
| 1Y | +19.3% | +3.5% | +15.8% | +15.0% |
| 3Y | +73.0% | +4.2% | +68.8% | +58.2% |
| 5Y | +93.7% | -9.0% | +102.7% | +88.4% |
| All | +190.1% | +34.7% | +155.5% | +96.1% |
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