+145.1%
MS vs ALB
-44.4%
+189.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.1% |
| 7D | +1.4% | -8.1% | +9.4% | +3.0% |
| 30D | -0.3% | +6.3% | -6.5% | -1.7% |
| 3M | +0.3% | -23.6% | +23.9% | +5.2% |
| 6M | +31.3% | -24.6% | +55.9% | +36.6% |
| YTD | +24.7% | -10.3% | +34.9% | +23.8% |
| 1Y | +47.9% | +61.5% | -13.5% | +27.1% |
| 3Y | +178.3% | -34.0% | +212.3% | +180.2% |
| All | +145.1% | -44.4% | +189.4% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling