+5,552.7%
MS vs ALB
+2,835.3%
+2,717.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +2.2% |
| 7D | +1.4% | -8.1% | +9.4% | +4.9% |
| 30D | -0.3% | +6.3% | -6.5% | -3.4% |
| 3M | +0.3% | -23.6% | +23.9% | +10.9% |
| 6M | +31.3% | -24.6% | +55.9% | +42.3% |
| YTD | +24.7% | -10.3% | +34.9% | +22.5% |
| 1Y | +47.9% | +61.5% | -13.5% | +8.2% |
| 3Y | +178.3% | -34.0% | +212.3% | +163.1% |
| 5Y | +144.9% | -44.6% | +189.5% | +125.9% |
| 10Y | +804.5% | +76.1% | +728.4% | +280.3% |
| All | +5,552.7% | +2,835.3% | +2,717.5% | +721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling