+13.5%
MS vs ALC
+2.0%
+11.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -1.6% | +4.9% | -6.4% | -2.1% |
| 30D | -3.8% | +19.0% | -22.7% | -5.8% |
| 3M | -14.6% | +7.8% | -22.4% | -15.3% |
| 6M | -5.1% | +14.6% | -19.6% | -7.3% |
| YTD | +4.5% | -4.4% | +9.0% | +7.3% |
| 1Y | +13.5% | +1.4% | +12.1% | +13.7% |
| All | +13.5% | +2.0% | +11.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling