+160.4%
MS vs ALC
+2.3%
+158.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -1.6% | +4.9% | -6.4% | -2.7% |
| 30D | -3.8% | +19.0% | -22.7% | -8.0% |
| 3M | -14.6% | +7.8% | -22.4% | -16.3% |
| 6M | -5.1% | +14.6% | -19.6% | -9.0% |
| YTD | +4.5% | -4.4% | +9.0% | +5.6% |
| 1Y | +13.5% | +1.4% | +12.1% | +12.4% |
| 3Y | +160.4% | +2.5% | +157.9% | +155.9% |
| All | +160.4% | +2.3% | +158.1% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling