+160.4%
MS vs ALB
-16.8%
+177.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -1.6% | +9.1% | -10.6% | -2.8% |
| 30D | -3.8% | -3.4% | -0.4% | -3.4% |
| 3M | -14.6% | -20.6% | +6.0% | -12.0% |
| 6M | -5.1% | -48.2% | +43.1% | +3.8% |
| YTD | +4.5% | -29.2% | +33.8% | +7.3% |
| 1Y | +13.5% | +10.0% | +3.5% | +8.0% |
| 3Y | +160.4% | -12.9% | +173.3% | +137.1% |
| All | +160.4% | -16.8% | +177.2% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling