+553.7%
MS vs ALB
+34.3%
+519.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.5% | +1.4% |
| 7D | +0.8% | +5.3% | -4.5% | -0.7% |
| 30D | -0.7% | -6.3% | +5.6% | +0.8% |
| 3M | -12.4% | -27.4% | +15.0% | -5.1% |
| 6M | -1.7% | -53.1% | +51.3% | +19.1% |
| YTD | +8.0% | -32.3% | +40.4% | +15.1% |
| 1Y | +16.2% | -7.3% | +23.5% | +12.3% |
| 3Y | +171.3% | -14.9% | +186.2% | +141.0% |
| 5Y | +124.8% | -62.0% | +186.8% | +149.0% |
| 10Y | +553.7% | +33.0% | +520.6% | +292.1% |
| All | +553.7% | +34.3% | +519.3% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling