+114.0%
MS vs ALB
-61.8%
+175.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -6.6% |
| 7D | -3.4% | +5.5% | -8.9% | -4.5% |
| 30D | -3.9% | -7.5% | +3.6% | -2.6% |
| 3M | -15.9% | -16.9% | +1.0% | -13.2% |
| 6M | -2.5% | -49.2% | +46.7% | +10.5% |
| YTD | +5.1% | -29.9% | +35.0% | +9.3% |
| 1Y | +13.0% | +8.2% | +4.8% | +6.2% |
| 3Y | +160.7% | -19.4% | +180.1% | +141.8% |
| 5Y | +114.0% | -61.6% | +175.7% | +127.9% |
| All | +114.0% | -61.8% | +175.8% | +127.9% |
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