+808.5%
MS vs ALB
+75.7%
+732.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.5% |
| 7D | +1.4% | -8.1% | +9.4% | +3.6% |
| 30D | -0.3% | +6.3% | -6.5% | -2.3% |
| 3M | +0.3% | -23.6% | +23.9% | +7.1% |
| 6M | +31.3% | -24.6% | +55.9% | +38.5% |
| YTD | +24.7% | -10.3% | +34.9% | +23.5% |
| 1Y | +47.9% | +61.5% | -13.5% | +20.8% |
| 3Y | +178.3% | -34.0% | +212.3% | +177.4% |
| 5Y | +144.9% | -44.6% | +189.5% | +141.7% |
| All | +808.5% | +75.7% | +732.8% | +396.0% |
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